ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK

DOI10.1017/asb.2016.13zbMath1390.91217OpenAlexW2364128978MaRDI QIDQ4563783

Athanasios A. Pantelous, Hirbod Assa, Lin Yang

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/145ba8e11c4a41fd7aa1c045291aa7653443652b

zbMATH Keywords

system stabilitytime-varying delayH-infinity controlpremium-reserve processMarkovian regime switching systems

Mathematics Subject Classification ID

(H^infty)-control (93B36) Adaptive or robust stabilization (93D21) Robust stability (93D09)

Related Items

Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework

Cites Work

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