Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036)
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| Language | Label | Description | Also known as |
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| English | Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework |
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Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (English)
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31 January 2020
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The authors propose a stochastic, nonlinear time varying premium-reserve pricing model containing a negative feedback mechanism. The LMI conditions for the robust stabilization and a feasible \(H_\infty\)-control input have been derived when nonlinearities are Lipschitz as well as one-side Lipschitz.
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premium-reserve process
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nonlinear uncertainties
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\(H_\infty \)-control
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systems stability
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(one-side) Lipschitz conditions
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