Dissipative stochastic differential systems with risk-sensitive storage function and control design problems
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Publication:404199
DOI10.1134/S1064230709050050zbMath1294.93072OpenAlexW1973585196MaRDI QIDQ404199
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
deterministic \(\mathcal{H}_{\infty}\)-controldifferential (stochastic and deterministic) gamesdifferential Itô-type equationdissipative stochastic differential systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)
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