Stochastic H₂/H_ control for Poisson jump-diffusion systems
From MaRDI portal
Publication:335028
Recommendations
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump
- \(H_\infty\) control for stochastic systems with Poisson jumps
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps
Cites work
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 3628142 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 2060768 (Why is no real title available?)
- A Nash game approach to mixed H/sub 2//H/sub ∞/ control
- A new perspective on the robustness of Markov jump linear systems
- A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise
- Differential Game Approach to the Mixed H-H Problem
- Infinite Markov jump-bounded real lemma
- Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Mixed H/sub 2//H/sub infinity / control: a convex optimization approach
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Optimal Control of Jump Processes
- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
- Option pricing in mathematical financial market with jumps and related problems.
- Option pricing when underlying stock returns are discontinuous
- Robust stabilization design for nonlinear stochastic system with Poisson noise via fuzzy interpolation method
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Stochastic $H^\infty$
- Stochastic \(H_2/H_\infty\) control with random coefficients
- Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping
- \(H_\infty\) control for stochastic systems with Poisson jumps
Cited in
(11)- Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme
- On necessary and sufficient conditions for finite-time control of positive stochastic Poisson jump systems
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
- Finite-time \(H_2/ H_\infty\) control design for stochastic Poisson systems with applications to clothing hanging device
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
- 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
- \(H_\infty\) control for stochastic systems with Poisson jumps
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump
This page was built for publication: Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q335028)
