H2/H∞control for stochastic systems with delay

DOI10.1080/00207179.2015.1049208zbMath1335.93121OpenAlexW2283254067MaRDI QIDQ2799295

Zhang Qixia

Publication date: 8 April 2016

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2015.1049208

zbMATH Keywords

Riccati equationsforward-backward stochastic differential equations\(H_{2}/H_\infty\) controlstochastic differential equations with delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03)

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Cites Work

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