Stochastic H₂/H_ control for Poisson jump-diffusion systems
DOI10.1007/S11401-016-1050-9zbMATH Open1348.93283OpenAlexW2513474734MaRDI QIDQ335028FDOQ335028
Authors: Meijiao Wang 
Publication date: 2 November 2016
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-016-1050-9
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indefinite stochastic Riccati equationPoisson jump-diffusion systemsstochastic \(H_{2}/H_{\infty}\) controlstochastic bounded real lemma
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) (H^infty)-control (93B36) Optimal stochastic control (93E20)
Cites Work
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Cited In (7)
- The output feedback \(H_{\infty }\) control design for the linear stochastic system driven by both Brownian motion and Poisson jumps: A nonlinear matrix inequality approach
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
- \(H_\infty\) control for stochastic systems with Poisson jumps
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps
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