Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems
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Publication:335028
DOI10.1007/s11401-016-1050-9zbMath1348.93283OpenAlexW2513474734MaRDI QIDQ335028
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
indefinite stochastic Riccati equationPoisson jump-diffusion systemsstochastic \(H_{2}/H_{\infty}\) controlstochastic bounded real lemma
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (3)
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching ⋮ Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump ⋮ \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
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