Name
Title | ||
|---|---|---|
Finite horizon mean-field stochastic H2/H∞ control for continuous-time systems with (x,v)-dependent noise |
Abstract | ||
|---|---|---|
Stochastic H2/H∞ control of mean-field type for continuous-time systems with state- and disturbance-dependent noise is investigated in this paper. Based on a mean-field stochastic bounded real lemma (SBRL), a sufficient condition for the solvability of continuous-time mean-field H2/H∞ control is given via the solvability of coupled matrix-valued equations. In particular, for mean-field stochastic systems with state-dependent noise, a necessary and sufficient condition for the solvability of continuous-time mean-field H2/H∞ control is presented, which generalizes the previous results to the mean-field stochastic systems. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1016/j.jfranklin.2015.09.011 | Journal of the Franklin Institute |
Field | DocType | Volume |
Mathematical optimization,Bounded real lemma,Control theory,Mean field theory,Finite horizon,Mathematics | Journal | 352 |
Issue | ISSN | Citations |
12 | 0016-0032 | 2 |
PageRank | References | Authors |
0.37 | 10 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Lifei Ma | 1 | 15 | 7.45 |
| tianliang zhang | 2 | 2 | 0.37 |
| Weihai Zhang | 3 | 625 | 67.73 |
| Bor-Sen Chen | 4 | 2640 | 228.84 |