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Dissipative stochastic differential systems with risk-sensitive storage function and control design problems - MaRDI portal

Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199)

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scientific article; zbMATH DE number 6339520
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Dissipative stochastic differential systems with risk-sensitive storage function and control design problems
scientific article; zbMATH DE number 6339520

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    Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (English)
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    4 September 2014
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    dissipative stochastic differential systems
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    differential Itô-type equation
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    differential (stochastic and deterministic) games
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    deterministic \(\mathcal{H}_{\infty}\)-control
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