Search Results - subject:"Robust H∞ control"

Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework

Pantelous, Athanasios A.; Yang, Lin - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 133-143

, the stabilization and the robust H∞ control for the reserve process are investigated using Linear Matrix Inequality (LMI …) criteria. For the robust H∞ control, attention will be focused on the design of a state feedback controller such that the …

Persistent link: https://www.econbiz.de/10011116629

Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework

Pantelous, Athanasios A.; Yang, Lin - In: Insurance / Mathematics & economics 59 (2014), pp. 133-143

Persistent link: https://www.econbiz.de/10010469163