\(H_2/H_\infty\) control problems of backward stochastic systems
DOI10.1007/S11424-014-2215-9zbMath1327.93364OpenAlexW2124744802MaRDI QIDQ890637
Publication date: 10 November 2015
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-014-2215-9
Riccati equations\(H_2/H_\infty\) controlbackward stochastic differential equations (BSDEs)completion of squaresforward backward stochastic differential equations (FBSDEs)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)
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Cites Work
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