Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint (Q4608749)
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scientific article; zbMATH DE number 6853885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint |
scientific article; zbMATH DE number 6853885 |
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Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint (English)
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28 March 2018
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robust differential game
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stochastic large-scale systems
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cross-coupled stochastic Riccati differential equations (CSRDEs)
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\(H_\infty\)-constraint
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