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Multiplicative stochastic systems: optimization and analysis (Q2358837)

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Language	Label	Description	Also known as
English	Multiplicative stochastic systems: optimization and analysis	scientific article

Statements

scholarly article

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Multiplicative stochastic systems: optimization and analysis (English)

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Differential Equations

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publication date

16 June 2017

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zbMATH Keywords

\(H_2/H_\infty\)-optimal control

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linear stochastic Itô equation

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matrix Riccati differential equations

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MaRDI profile type

MaRDI publication profile

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Stochastic $H^\infty$

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Stochastic&gt;tex&lt;$H_2/H_infty $&gt;/tex&lt;Control WithState-Dependent Noise

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Nonlinear Stochastic $H_2/H_\infty$ Control with $(x,u,v)$-Dependent Noise: Infinite Horizon Case

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State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

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Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis

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Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control

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\(H_\infty\) control and estimation of state-multiplicative linear systems.

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Sparse feedback in linear control systems

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A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems

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Relationship Between Nash Equilibrium Strategies and <inline-formula> <tex-math notation="TeX">$H_{2}/H_{\infty}$</tex-math></inline-formula> Control of Stochastic Markov Jump Systems With Multiplicative Noise

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Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

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Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games

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Linear-Quadratic Control of Backward Stochastic Differential Equations

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Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach

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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

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Solving forward-backward stochastic differential equations explicitly -- a four step scheme

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Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance

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Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems

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Identifiers

zbMATH Open document ID

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10.1134/S0012266117030090

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2358837

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