Mixed \(H_ 2| H_ \infty\) control in a stochastic framework

DOI10.1016/0024-3795(94)90377-8zbMath0815.93077OpenAlexW2108691106MaRDI QIDQ1329954

V. Pereyra

Publication date: 15 August 1994

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90377-8

zbMATH Keywords

Itô stochastic differential equationoptimal stochastic control\(H^ \infty\)-control

Mathematics Subject Classification ID

(H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control

Cites Work

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• A course in \(H_{\infty}\) control theory
• Worst-case design in the time domain: The maximum principle and the standard \(H_{\infty}\) problem
• H\({}^ 2\)-optimal control with an \(H^{\infty}\)-constraint: The state feedback case
• The singular \(H_ 2\) control problem
• The robust H/sub 2/ control problem: a worst-case design
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• Mixed H/sub 2//H/sub infinity / control: a convex optimization approach
• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• Stochastic differential equations. An introduction with applications.

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