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H∞ Controller design for spectral MIMO models by convex optimization

✍ Scribed by Gorka Galdos; Alireza Karimi; Roland Longchamp

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 631 KB
Volume: 20
Category: Article
ISSN: 0959-1524
DOI: 10.1016/j.jprocont.2010.07.006

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Let a decision policy ~r correspond to a twodimensional stochastic process {tzlr(t), Lt'}, with 0 < tx~(t) \_< 1 where 1-tx,( 0 denotes the fraction of the incoming claims at time t that is reinsured and L," denotes the total payout of dividend up to time t. When applying policy ~-the reserve of the