A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps (Q902325)
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scientific article; zbMATH DE number 6531564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps |
scientific article; zbMATH DE number 6531564 |
Statements
A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps (English)
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15 January 2016
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nonzero-sum stochastic differential games
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maximum principle
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Poisson process
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stochastic \(H_2/H_\infty\) control
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forward backward stochastic differential equations
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