Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
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Publication:1999198
DOI10.1016/j.ins.2019.10.005zbMath1461.93486OpenAlexW2979708496MaRDI QIDQ1999198
Tianliang Zhang, Weihai Zhang, Senping Tian, Xiushan Jiang
Publication date: 18 March 2021
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2019.10.005
finite horizonPareto game\(H_\infty\) constraintcross-coupled generalized differential Riccati equationsstochastic indefinite LQ control
Differential games and control (49N70) Cooperative games (91A12) (H^infty)-control (93B36) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)
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