Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article; zbMATH DE number 6224824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article; zbMATH DE number 6224824 |
Statements
Stochastic \(H_2/H_\infty\) control with random coefficients (English)
0 references
11 November 2013
0 references
stochastic \(H_\infty\) control
0 references
stochastic \(H_2/H_\infty\) control
0 references
linear quadratic (LQ) optimal control
0 references
indefinite backward stochastic Riccati equation
0 references
0 references
0 references
