Robust \(H_\infty\) control for a generic linear rational expectations model of economy
From MaRDI portal
Publication:979309
DOI10.1016/j.amc.2010.03.049zbMath1193.93092OpenAlexW1756804889MaRDI QIDQ979309
Hongqian Lu, Minghao Li, Jian-an Fang, Wu-Neng Zhou
Publication date: 25 June 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.03.049
robust controltime-delay systemslinear matrix inequality (LMI)economic modellinear rational expectations model
Sensitivity (robustness) (93B35) Control problems involving ordinary differential equations (34H05) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Control/observation systems governed by ordinary differential equations (93C15)
Related Items
The application of time-delay-dependent \(H_{\infty}\) control in the transmission effect of monetary policy on real estate market ⋮ \(H_{\infty}\) stochastic control of a class of networked control systems with time delays and packet dropouts ⋮ \(H_\infty\) control of a class of networked control systems with time delay and packet dropout
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Improved result on stability analysis of discrete stochastic neural networks with time delay
- \(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays
- Mixed time-delays dependent exponential stability for uncertain stochastic high-order neural networks
- Solution of macromodels with Hansen-Sargent robust policies: some extensions
- Stochastic control for economic models: past, present and the paths ahead
- Maxmin expected utility with non-unique prior
- Recursive multiple-priors.
- Water reservoir control under economic, social and environmental constraints
- Exponential stability of uncertain stochastic neural networks with mixed time-delays
- Robust control and model misspecification
- Absolute stability criteria for a class of nonlinear singular systems with time delay
- A survey of linear matrix inequality techniques in stability analysis of delay systems
- Robust H/sub infinity / control for linear systems with norm-bounded time-varying uncertainty
- Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching
- On Equivalence and Efficiency of Certain Stability Criteria for Time-Delay Systems
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Discussion on: ``Parameter-dependent Lyapunov function approach to stability analysis and design for uncertain systems with time-varying delay
