The \(H_{\infty}\) control for bilinear systems with Poisson jumps
From MaRDI portal
Publication:1718816
DOI10.1155/2014/635758zbMath1407.93367OpenAlexW2018732065WikidataQ59068446 ScholiaQ59068446MaRDI QIDQ1718816
Weihai Zhang, Rui Zhang, Xiangyun Lin
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/635758
(H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)
Cites Work
- A general maximum principle for optimal control of forward-backward stochastic systems
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Global solutions to a game-theoretic Riccati equation of stochastic control
- State-feedback \(H^{\infty}\)-type control of linear systems with time-varying parameter uncertainty
- Stochastic affine quadratic regulator with applications to tracking control of quantum systems
- Multiobjective \boldmath$\Ht/\Hf$ Control Design
- State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Optimal Control of Jump Processes
- Stochastic $H^\infty$
- The γ-attenuation problem for systems with state dependent noise
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
- Output feedback control of Markov jump linear systems in continuous-time
- Robust H/sub ∞/ control of discrete-time Markovian jump linear systems with mode-dependent time-delays
- Robust H∞ infinity control in the presence of stochastic uncertainty
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The \(H_{\infty}\) control for bilinear systems with Poisson jumps
