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	Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon
	Jiang X.; Tian S.; Zhang T.; Zhang W.
刊名	Information Sciences
	2019
关键词	Cross-coupled generalized differential Riccati equations Finite horizon H∞ constraint Pareto game Stochastic indefinite LQ control
DOI	10.1016/j.ins.2019.10.005
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4558561
专题	山东大学
作者单位	1.School of Automation Science and Engineering, South China University of Technology, Guangzhou, Guangdong 510640, China 2.School o
推荐引用方式 GB/T 7714	Jiang X.,Tian S.,Zhang T.,et al. Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon[J]. Information Sciences,2019.
APA	Jiang X.,Tian S.,Zhang T.,&Zhang W..(2019).Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon.Information Sciences.
MLA	Jiang X.,et al."Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon".Information Sciences (2019).

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