Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (Q1999198)
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scientific article; zbMATH DE number 7325092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon |
scientific article; zbMATH DE number 7325092 |
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Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (English)
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18 March 2021
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Pareto game
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\(H_\infty\) constraint
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stochastic indefinite LQ control
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finite horizon
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cross-coupled generalized differential Riccati equations
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