Relationship Between Nash Equilibrium Strategies and H2/H∞ Control of Stochastic Markov Jump Systems With Multiplicative Noise

被引：84
|
作者：
Sheng, Li [1 ]
Zhang, Weihai [2 ]
Gao, Ming [2 ]
机构：
[1] China Univ Petr East China, Coll Informat & Control Engn, Qingdao 266580, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Peoples R China
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2014年 / 59卷 / 09期
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
Coupled Riccati equations; Nash equilibrium strategies; stochastic H-2/H-infinity control; stochastic Markov jump systems; DISCRETE-TIME-SYSTEMS; DEPENDENT NOISE; LINEAR-SYSTEMS; CONTROL DESIGN; STATE;
D O I：
10.1109/TAC.2014.2309274
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 technical note is concerned with discussing the relationship between Nash equilibrium strategies and the finite horizon H-2/H-infinity control of time-varying stochastic systems subject to Markov jump paranieters and niultiplicative noise. It is revealed that the equivalence of these two problems depends on whether the disturbance enters into the diffusion term. Furthermore, necessary and sufficient conditions for the finite horizon H-2/H-infinity control of stochastic Markov jump systems are presented via coupled matrix-valued equations.
引用
收藏
页码：2592 / 2597
页数：6
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