Paper Info
Title
Relationship Between Nash Equilibrium Strategies and $H_{2}/H_{\infty}$ Control of Stochastic Markov Jump Systems With Multiplicative Noise.
Abstract
This technical note is concerned with discussing the relationship between Nash equilibrium strategies and the finite horizon H 2 /H control of time-varying stochastic systems subject to Markov jump parameters and multiplicative 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 control of stochastic Markov jump systems are presented via coupled matrix-valued equations.
Year
DOI
Venue
2014
10.1109/TAC.2014.2309274
IEEE Trans. Automat. Contr.
Keywords
DocType
Volume
Nash equilibrium,Markov processes,Noise,Standards,Control systems,Symmetric matrices,Riccati equations
Journal
59
Issue
ISSN
Citations 
9
0018-9286
8
PageRank 
References 
Authors
0.47
5
3
Name
Order
Citations
PageRank
Li Sheng112515.24
Weihai Zhang262567.73
Ming Gao3798.36