Backward Stochastic H2/H∞Control with Random Jumps
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Publication:2930823
DOI10.1002/asjc.779zbMath1300.93158OpenAlexW1530639623MaRDI QIDQ2930823
Publication date: 19 November 2014
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.779
Riccati equationbackward stochastic differential equation (BSDE)backward stochastic \(H_2/H_\infty\) controlforward backward stochastic differential equation (FBSDE)
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