Mean-field stochastic H2/H∞ control with delay

DOI10.1080/00207179.2020.1862916zbMath1492.93050OpenAlexW3113045559MaRDI QIDQ5863734

Qixia Zhang

Publication date: 3 June 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2020.1862916

zbMATH Keywords

stochastic delay differential equationmean-field\(H_2/H_\infty\) controlforward backward stochastic differential equation

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) (H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50)

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