H∞ Control for Nonlinear Stochastic Systems with Time-Delay and Multiplicative Noise
This paper studies the infinite horizon H∞ control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square H∞ control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequaliti...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2015-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2015/382859 |