Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
From MaRDI portal
Publication:1660639
DOI10.1016/j.jfranklin.2015.05.037zbMath1395.93200OpenAlexW612245392MaRDI QIDQ1660639
Li Sheng, Weihai Zhang, Ming Gao
Publication date: 16 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.05.037
(H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)
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