Title
Some Remarks on General Nonlinear Stochastic $H_{\infty }$ Control With State, Control, and Disturbance-Dependent Noise.
Abstract
This technical note studies the nonlinear stochastic H control of Ito-type differential systems with all the state, control input and external disturbance-dependent noise ( (x,u,v)-dependent noise for short). A sufficient condition is given for the finite/infinite horizon H control of such a system by means of an Hamilton-Jacobi inequality (HJI) instead of three coupled Hamilton-Jacobi equations (HJEs) as in previous literature.
Year
DOI
Venue
2014
10.1109/TAC.2013.2270073
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
stochastic systems,H<sup>&#x221E,</sup> control,infinite horizon,nonlinear control systems,partial differential equations
Mathematical optimization,Nonlinear system,Technical note,Differential systems,Control theory,Infinite horizon,Partial differential equation,Mathematics,Stochastic control
Journal
Volume
Issue
ISSN
59
1
0018-9286
Citations 
PageRank 
References 
10
0.63
10
Authors
5
Name
Order
Citations
PageRank
Weihai Zhang162567.73
Bor-Sen Chen22640228.84
huaibin3121.25
Li Sheng412515.24
Ming Gao5798.36