DocumentCode :
1171
Title :
Some Remarks on General Nonlinear Stochastic 
Control With State, Control, and Disturbance-Dependent Noise
Author :
Weihai Zhang ; Bor-Sen Chen ; Huaibin Tang ; Li Sheng ; Ming Gao
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Volume :
59
Issue :
1
fYear :
2014
fDate :
Jan. 2014
Firstpage :
237
Lastpage :
242
Abstract :
This technical note studies the nonlinear stochastic H∞ control of Itô-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.
Keywords :
H∞ control; infinite horizon; nonlinear control systems; partial differential equations; stochastic systems; HJI; Hamilton-Jacobi equation; Hamilton-Jacobi inequality; external disturbance-dependent noise; general nonlinear stochastic H∞ control; infinite horizon H∞ control; itô-type differential system; $H_{infty }$ control; $(x, u, v)$
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2013.2270073
Filename :
6544244
Link To Document :
