Multiplicative stochastic systems with multiple external disturbances (Q1642041)
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scientific article; zbMATH DE number 6891820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiplicative stochastic systems with multiple external disturbances |
scientific article; zbMATH DE number 6891820 |
Statements
Multiplicative stochastic systems with multiple external disturbances (English)
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20 June 2018
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\(H_2/H_\infty\)-control theory
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stochastic Ito equation
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external disturbances
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multiplicative system
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optimization problem
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Ito's formula
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equation of Riccati type
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