Finite horizon stochastic H2/H∞ control with discrete and distributed delays
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Publication:5855333
DOI10.1080/00207179.2019.1588476zbMath1461.93491OpenAlexW2922264336MaRDI QIDQ5855333
Publication date: 18 March 2021
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2019.1588476
Lyapunov-Krasovskii functional\(H_2/H_\infty\) controlgeneralized anticipated backward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Delay control/observation systems (93C43)
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