Nash Strategy of Multiparameter Singularly Perturbed Markov Jump Stochastic Systems with State- and Control-Dependent Noise

被引：0
|
作者：
Mukaidani, Hiroaki [1 ]
Yamamoto, Toru [2 ]
Dragan, Vasile [3 ]
机构：
[1] Hiroshima Univ, Grad Sch Educ, 1-1-1 Kagamiyama, Higashihiroshima 7398524, Japan
[2] Hiroshima Univ, Div Elect Syst & Math Eng, Fac Engn, Hiroshima 730, Japan
[3] Inst Math Romanian Acad, Bucharest, Romania
来源：
2012 AMERICAN CONTROL CONFERENCE (ACC) | 2012年
关键词：
H-2/H-INFINITY CONTROL; GAMES;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper investigates Nash games for a class of multiparameter singularly perturbed stochastic systems governed by Ito's differential equation with Markov jump parameters with state-and control-dependent noise. First, in order to obtain Nash equilibrium strategies, cross-coupled stochastic algebraic Riccati equations (CSAREs) are introduced. After establishing an asymptotic structure with positive definiteness for solutions of CSAREs, feasible numerical algorithms by means of the linear matrix inequality (LMI) are considered. In addition, the mode-independent Nash strategy set is also investigated. Finally, we provide a numerical example to verify the efficiency of the proposed algorithms.
引用
收藏
页码：1621 / 1626
页数：6
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