Multiplicative stochastic systems: optimization and analysis
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Publication:2358837
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Cites work
- \(H_\infty\) control and estimation of state-multiplicative linear systems.
- A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
- Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems
- Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Linear-quadratic control of backward stochastic differential equations
- Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
- Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control
- Nonlinear Stochastic H₂/H_\infty Control with (x,u,v)-Dependent Noise: Infinite Horizon Case
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Relationship Between Nash Equilibrium Strategies and <inline-formula> <tex-math notation="TeX">$H_{2}/H_{\infty}$</tex-math></inline-formula> Control of Stochastic Markov Jump Systems With Multiplicative Noise
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Sparse feedback in linear control systems
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Stochastic H^\infty
- Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
Cited in
(9)- Investigation of stochastic control systems with coupled multiplicative nonlinearities
- Multiplicative stochastic systems with multiple external disturbances
- Output dynamic controller analysis for stochastic systems of multiplicative type
- Improved multiplex control systems: dynamic reliability and stochastic optimality
- scientific article; zbMATH DE number 1016807 (Why is no real title available?)
- STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE
- Trajectory Planning for Systems with a Multiplicative Stochastic Uncertainty
- Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems
- Resolvents of the Ito differential equations multiplicative with respect to the state vector
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