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Abstract: "In this paper, we study a stochastic differential game motivated from a control problem in which two types of disturbance are considered: disturbance

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, an

In this thesis, we consider stochastic control problems and stochastic differential games in which controllers or players control the diffusion intensities of t