中文摘要：

为了改善一类系统的H∞控制性能，采用对策论与动态规划相结合的方法，研究具有依赖于状态的乘性噪声连续随机系统H∞预演控制问题，提出了解耦耦合的微分及偏微分方程组的思路，并利用特征线法求解，给出了该问题可解的条件和显式预演控制器，为解决随机时滞系统的控制问题提供新的思路。

英文摘要：

The paper aims to improve the H∞ control performance of a class of systems. It is concentrated on H∞ preview control for stochastic Ito system with state-dependent noise. Associating game theory and dynamic programming , we present the solvable condition and explicit controller of the stochastic H∞ preview control via decoupling the coupled ordinary and partial differential equations and utilizing the characteristic curve.