Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise
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Publication:1660787
DOI10.1016/j.jfranklin.2015.09.011zbMath1395.93578OpenAlexW1854447036MaRDI QIDQ1660787
Weihai Zhang, Tianliang Zhang, Limin Ma, Bor-Sen Chen
Publication date: 16 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.09.011
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)
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