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| 題 名 | Dissipative Control System for the Stochastic H∞ Problems |
|---|---|
| 作 者 | Zhou, Yong; Hou, Zhengmei; Liu, Sanyang; | 書刊名 | 東吳數理學報 |
| 卷 期 | 33:4 2007.10[民96.10] |
| 頁 次 | 頁529-542 |
| 分類號 | 314 |
| 關鍵詞 | H-J-B equation; Stochastic H∞ control; Generalized Gaussian and viscosity solutions to PDEs; |
| 語 文 | 英文(English) |
| 英文摘要 | We characterize functions satisfying a dissipative inequality associated with as to chastic control problem. Such a characterization is provide dinterms of an upper generalized Gaussian solution, or a viscosity supersolution to apartial differential equation called Hamilton-Jacobi equation (H-J). Links between upper generalized Gaussian solutions and viscosity super solutions to Hamilton-Jacobi equation are studied. Finally it shows that generalized Gaussian solutions is identical to viscosity solutions to Hamilton-Jacobi equation. |
本系統中英文摘要資訊取自各篇刊載內容。