Backward Stochastic H2H∞ Control : Infinite Horizon Case
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-05-22
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
The mixed H2/H∞ control problem is studied for systems governed by infinite horizon backward stochastic differential equations (BSDEs) with exogenous disturbance signal.
A necessary and sufficient condition for the existence of a unique solution to the H2/H∞ control problem is derived.
The equivalent feedback solution is also discussed.
Contrary to deterministic or stochastic forward case, the feedback solution is no longer feedback of the current state; rather, it is feedback of the entire history of the state.
American Psychological Association (APA)
Wu, Zhen& Zhang, Qixia. 2014. Backward Stochastic H2H∞ Control : Infinite Horizon Case. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-470950
Modern Language Association (MLA)
Wu, Zhen& Zhang, Qixia. Backward Stochastic H2H∞ Control : Infinite Horizon Case. Mathematical Problems in Engineering No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-470950
American Medical Association (AMA)
Wu, Zhen& Zhang, Qixia. Backward Stochastic H2H∞ Control : Infinite Horizon Case. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-470950
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-470950