Finite horizon H 2 / H ∞ control of time‐varying stochastic systems with Markov jumps and ( x , u , v )‐dependent noise-Reference-Cited by-同舟云学术

Finite horizon H 2 / H ∞ control of time‐varying stochastic systems with Markov jumps and ( x , u , v )‐dependent noise

Published:2014-09 Issue:14 Volume:8 Page:1354-1363
ISSN:1751-8652
Container-title:IET Control Theory & Applications
language:en
Short-container-title:IET Control Theory & Applications

Author:

Gao Ming¹,Sheng Li²,Zhang Weihai¹

Affiliation:

1. College of Electrical Engineering and Automation, Shandong University of Science and TechnologyQingdao266590People's Republic of China

2. College of Information and Control Engineering, China University of Petroleum (East China)Qingdao266580People's Republic of China

Funder

National Natural Science Foundation of China

Publisher

Institution of Engineering and Technology (IET)

Subject

Electrical and Electronic Engineering,Control and Optimization,Computer Science Applications,Human-Computer Interaction,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1049/iet-cta.2013.1070

Reference28 articles.

1. Output Tracking of High-Order Stochastic Nonlinear Systems with Application to Benchmark Mechanical System

2. Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits

3. Stochastic Differential Equations with Markovian Switching

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