Stochastic H2 / H∞ control with (x, u, v)-dependent noise: Finite horizon case

Automatica

Volumn 42, Issue 11, 2006, Pages 1891-1898

  Zhang, Weihai ^a,b   Zhang, Huanshui ^c   Chen, Bor Sen ^d  

^a SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b QILU UNIVERSITY OF TECHNOLOGY   (China)

^c HARBIN INSTITUTE OF TECHNOLOGY   (China)

^d NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Generalized differential Riccati equation; H2 H control; Hamilton Jacobi equation; Nonlinear stochastic systems

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; HAMILTONIANS; NONLINEAR EQUATIONS; PROBLEM SOLVING; RICCATI EQUATIONS;

APPROXIMATION ALGORITHM; HAMILTON-JACOBI EQUATION; NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS; NONLINEAR STOCHASTIC SYSTEMS;

STOCHASTIC CONTROL SYSTEMS;

EID: 33749167836     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2006.05.025     Document Type: Article

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