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Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps - MaRDI portal

Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (Q2304032)

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Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
scientific article

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    title
    Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (English)
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    author
    Ting Hou
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    Yueying Liu
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    Fei Qi Deng
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    publication date
    6 March 2020
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    Mathematics Subject Classification ID
    93B36
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    93C15
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    93E03
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    49N10
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    60H10
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    zbMATH DE Number
    7177627
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    zbMATH Keywords
    stochastic differential equations
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    finite horizon
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    \(H_2 / H_\infty\) control
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    coupled generalized difference Riccati equations
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    infinite Markovian jumps
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    OpenAlex ID
    W2946948379
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    cites work
    Stochastic $H^\infty$
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    Q4003604
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