Team-optimal Incentive Stackelberg Strategies for Markov Jump Linear Stochastic Systems with H∞ Constraint

被引：7
|
作者：
Mukaidani, Hiroaki [1 ]
Shima, Tadashi [1 ]
Unno, Masaru
Xu, Hua
Dragan, Vasile [2 ]
机构：
[1] Hiroshima Univ, 1-7-1 Kagamiyama, Higashihiroshima 7398521, Japan
[2] Romanian Acad, Inst Math, POB 1-764, Bucharest RO-014700, Romania
来源：
IFAC PAPERSONLINE | 2017年 / 50卷 / 01期
关键词：
Incentive Stackelberg; Markov jump stochastic systems; H-infinity constraint; GAMES; HORIZON;
D O I：
10.1016/j.ifacol.2017.08.481
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The incentive Stackelberg game for a class of Markov jump linear stochastic systems with one leader and multiple non-cooperative followers subjected to the H-infinity constraint is investigated. An incentive structure is adopted that allows the leader's team-optimal solution with the H-infinity constraint to be achieved. It is shown that the incentive strategy set can be obtained by solving the cross-coupled stochastic algebraic Riccati-type equations (CCSAREs). In order to demonstrate the effectiveness of the proposed scheme, a numerical example is solved. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：3780 / 3785
页数：6
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