Name
Title | ||
|---|---|---|
Some remarks on infinite horizon stochastic H2/H∞ control with (x,u,v)-dependent noise and Markov jumps |
Abstract | ||
|---|---|---|
This paper investigates the infinite horizon H2/H∞ control problem for stochastic systems with (x,u,v)-dependent noise and Markov jumps. Under the condition of exact detectability, a necessary and sufficient condition for the infinite horizon stochastic H2/H∞ control is derived in terms of four sets of coupled matrix-valued equations. The relationship between the infinite horizon H2/H∞ control and the Nash equilibrium point is discussed when disturbance does or does not enter into the diffusion term. Moreover, a heuristic iteration algorithm is proposed to solve coupled stochastic Riccati equations for the first time. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1016/j.jfranklin.2015.05.037 | Journal of the Franklin Institute |
Field | DocType | Volume |
Heuristic,Mathematical optimization,Control theory,Markov chain,Infinite horizon,Nash equilibrium,Mathematics | Journal | 352 |
Issue | ISSN | Citations |
10 | 0016-0032 | 0 |
PageRank | References | Authors |
0.34 | 15 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Li Sheng | 1 | 125 | 15.24 |
| Weihai Zhang | 2 | 625 | 67.73 |
| Ming Gao | 3 | 79 | 8.36 |