Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case
From MaRDI portal
Publication:1718342
DOI10.1155/2014/421687zbMath1407.93365OpenAlexW2063322547WikidataQ59067020 ScholiaQ59067020MaRDI QIDQ1718342
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/421687
Cites Work
- Unnamed Item
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Comparison theorems for forward backward SDEs
- Solution of forward-backward stochastic differential equations
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- Backward stochastic differential equations and applications to optimal control
- Linear-Quadratic Control of Backward Stochastic Differential Equations
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
- Stochastic Differential Utility
- An Introductory Approach to Duality in Optimal Stochastic Control
- Stochastic $H^\infty$
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- A Nash game approach to mixed H/sub 2//H/sub ∞/ control
- Backward Stochastic Differential Equations in Finance
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
This page was built for publication: Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case