NDLI: Properties of storage functions and applications to nonlinear stochastic H $

Content Provider	Springer Nature Link
Author	Zhang, Qixia Zhang, Weihai
Copyright Year	2011
Abstract	This paper discusses the properties of the storage functions for a class of nonlinear stochastic systems. Some necessary and sufficient conditions for a function to be a storage function are derived. As applications, the finite and infinite horizon nonlinear stochastic H $_{∞}$ controls for systems with state, control, and external disturbance dependent noise are investigated, which generalize the previous results.
Starting Page	850
Ending Page	861
Page Count	12
File Format	PDF
ISSN	10096124
Journal	Journal of Systems Science and Complexity
Volume Number	24
Issue Number	5
e-ISSN	15597067
Language	English
Publisher	Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Publisher Date	2011-06-11
Publisher Place	Beijing
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Halmilton-Jacobi inequality H $_{∞}$ control partial differential equation storage function viscosity solution Statistics Operations Research/Decision Theory Systems Theory, Control Mathematics of Computing Statistical Physics, Dynamical Systems and Complexity
Content Type	Text
Resource Type	Article
Subject	Information Systems

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Properties of storage functions and applications to nonlinear stochastic H $_{∞}$ control