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My bibliography Save this articleStochastic $$H_{2}/H_{\infty }$$ H 2 / H ∞ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise
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DOI: 10.1007/s10957-023-02220-5
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References listed on IDEAS
- Rodrigo da Ponte Caun & Edvaldo Assunção & Marcelo Carvalho Minhoto Teixeira, 2021. "H2/H∞ formulation of LQR controls based on LMI for continuous-time uncertain systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 52(3), pages 612-634, February.
- Buckdahn, Rainer & Li, Juan & Peng, Shige, 2009. "Mean-field backward stochastic differential equations and related partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3133-3154, October.
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Keywords
$$H_{2}/H_{infty }$$ H 2 / H ∞ control; Stochastic bounded real lemma; Mean-field; Indefinite Riccati differential equations;All these keywords.
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