@article{Huainian2012StochasticHC, title={Stochastic H2/H∞ control for continuous-time Markov jump linear systems with (x, u, v)-dependent noise based on Nash game approach}, author={Zhu Huainian and Zhang Chengke and Bin Ning and Zhou Haiying}, journal={Proceedings of the 31st Chinese Control Conference}, year={2012}, pages={2565-2570} }

- Published 2012 in Proceedings of the 31st Chinese Control…

In this paper, finite and infinite horizon stochastic H<sub>2</sub>/H<sub>∞</sub> control problems with all state, control input and external disturbance-dependent noise are studied. It is shown that the existence condition of finite horizon stochastic H<sub>2</sub>/H<sub>∞</sub> control is equivalent to the solvability of four coupled differential Riccati… CONTINUE READING

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