Indefinite Mixed H₂/H∞ Control of Linear Stochastic Systems
2024 AUSTRALIAN & NEW ZEALAND CONTROL CONFERENCE, ANZCC（2024）
Key words
Linear System,Control Of Linear Systems,Control For Stochastic Systems,Linear Stochastic Systems,Differential Equations,Linear Equation,Additive Noise,Equality Constraints,Optimization Criteria,Nash Equilibrium,Linear Differential Equations,Multiplicative Noise,Riccati Equation,Algebraic Constraints,Nonlinear Systems,Control Problem,System Output,Part Of The Problem,Linear Control,Stochastic Problem,Stochastic Control,Stochastic Control Problem,Markov Switching,Positivity Assumption,Backward Equation,Cost Weight
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