Dissipative stochastic differential systems with risk-sensitive storage function and control design problems

DOI10.1134/S1064230709050050zbMATH Open1294.93072OpenAlexW1973585196MaRDI QIDQ404199FDOQ404199

P. V. Pakshin, A. Yu. Mazurov

Publication date: 4 September 2014

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230709050050

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zbMATH Keywords

deterministic \(\mathcal{H}_{\infty}\)-controldifferential (stochastic and deterministic) games[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=differential+It%EF%BF%BD%EF%BF%BD-type+equation&go=Go differential It��-type equation]dissipative stochastic differential systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Cites Work

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Cited In (5)

• Dissipative stochastic dynamical systems
• Dissipativity and risk-sensitivity in control problems
• Discounted cost linear quadratic Gaussian control for descriptor systems
• Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems
• Title not available (Why is that?)

Uses Software

• SeDuMi
• YALMIP

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