Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps
type: Item
instance of: scholarly article
title: Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps
zbMATH Open document ID: 1497.93207
author: Shiyu Zhong
author: Shuping He
author: Zhi-Guo Yan
published in: Systems \& Control Letters
publication date: 2022-07-15T00:00:00Z
Mathematics Subject Classification ID: 93D40
Mathematics Subject Classification ID: 93B36
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J74
zbMATH DE Number: 7556812
zbMATH Keywords: Markovian jump systems
zbMATH Keywords: finite-time bounded-Ness
zbMATH Keywords: \(H_2/ H_\infty\) control
zbMATH Keywords: mode-dependent parameter approach
zbMATH Keywords: Brownian motion and Poisson jumps
MaRDI profile type: Publication
full work available at URL: j.sysconle.2022.105285
OpenAlex ID: W4281777641
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DOI: 10.1016/J.SYSCONLE.2022.105285
description: scientific article