Derives a Stochastic Bounded Real Lemma and Nash-equilibrium conditions via Kalman filtering and cross-coupled Riccati equations for H2/H∞ control of partially observed linear stochastic systems.
H2/H∞ Control for Continuous-Time Mean-Field Stochastic Systems with Affine Terms
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$H_2/H_{\infty}$ Control for Stochastic Differential Systems with Partial Observation
Derives a Stochastic Bounded Real Lemma and Nash-equilibrium conditions via Kalman filtering and cross-coupled Riccati equations for H2/H∞ control of partially observed linear stochastic systems.