\(H_2/H_\infty\) control problems of backward stochastic systems
type: Item
instance of: scholarly article
title: \(H_2/H_\infty\) control problems of backward stochastic systems
zbMATH Open document ID: 1327.93364
author: Qixia Zhang
published in: Journal of Systems Science and Complexity
publication date: 2015-11-10T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C73
zbMATH DE Number: 6506960
zbMATH Keywords: backward stochastic differential equations (BSDEs)
zbMATH Keywords: completion of squares
zbMATH Keywords: forward backward stochastic differential equations (FBSDEs)
zbMATH Keywords: \(H_2/H_\infty\) control
zbMATH Keywords: Riccati equations
MaRDI profile type: Publication
full work available at URL: s11424-014-2215-9
OpenAlex ID: W2124744802
cites work: Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
cites work: \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
cites work: LQG control with an H/sup infinity / performance bound: a Riccati equation approach
cites work: Stochastic $H^\infty$
cites work: Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
cites work: A Nash game approach to mixed H/sub 2//H/sub ∞/ control
cites work: An Introductory Approach to Duality in Optimal Stochastic Control
cites work: Adapted solution of a backward stochastic differential equation
cites work: Stochastic Differential Utility
cites work: Linear-quadratic control of backward stochastic differential equations
cites work: Backward Stochastic Differential Equations in Finance
cites work: Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
cites work: Stochastic linear quadratic regulators with indefinite control weight costs. II
cites work: A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
cites work: A partial information non-zero sum differential game of backward stochastic differential equations with applications
cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
cites work: Q4255599
DOI: 10.1007/S11424-014-2215-9
description: scientific article; zbMATH DE number 6506960