Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise
DOI10.1007/s10957-023-02220-5zbMath1518.49022OpenAlexW4368362793MaRDI QIDQ6167084
Qingxin Meng, Mei-Jiao Wang, Peng Shi, Yang Shen
Publication date: 7 July 2023
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-023-02220-5
mean-fieldstochastic bounded real lemma\(H_2/H_{\infty}\) controlindefinite Riccati differential equations
Optimal feedback synthesis (49N35) Set-valued and variational analysis (49J53) Optimality conditions for problems involving randomness (49K45) Stochastic analysis (60H99) Optimality conditions for problems involving relations other than differential equations (49K21)
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