H₂/H_ control problems of backward stochastic systems

DOI10.1007/S11424-014-2215-9zbMATH Open1327.93364OpenAlexW2124744802MaRDI QIDQ890637FDOQ890637

Qixia Zhang

Publication date: 10 November 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-2215-9

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zbMATH Keywords

Riccati equations\(H_2/H_\infty\) controlbackward stochastic differential equations (BSDEs)completion of squaresforward backward stochastic differential equations (FBSDEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

Cites Work

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Cited In (3)

• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
• Pareto efficiency of finite horizon switched linear quadratic differential games
• Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control

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