Finite and infinite horizon H control for stochastic nonlinear systems

DOI10.1093/IMAMCI/17.3.265zbMATH Open0989.93027OpenAlexW2073338780MaRDI QIDQ4508745FDOQ4508745

Authors: M. D. S. Aliyu, E. K. Boukas 

Publication date: 3 October 2000

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/17.3.265

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zbMATH Keywords

differential gamedissipative systemsnonlinear systemsstochastic stabilitydisturbance attenuationstochastic dynamic programmingMarkovian jump parametersHamilton-Jacobi-Isaac equations

Mathematics Subject Classification ID

(H^infty)-control (93B36) Optimal stochastic control (93E20)

Cited In (11)

• Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps
• Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty
• Title not available (Why is that?)
• Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
• Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
• Robust H  control for Markovian jump nonlinear systems
• \(H_\infty\) control for nonlinear infinite Markov jump systems
• Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control

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