Nonlinear Stochastic H2/H∞ Control with (x, u, v)-Dependent Noise : Infinite Horizon Case
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 1323-1328 |
Journal / Publication | IEEE Transactions on Automatic Control |
Volume | 53 |
Issue number | 5 |
Publication status | Published - Jun 2008 |
Link(s)
Abstract
For general nonlinear stochastic Ito systems with state, control and external disturbance-dependent noise, the infinite horizon mixed H2/H∞ control is studied. It turns out that in order to solve the H2/H∞ control, one only needs to solve four cross-coupled Hamilton-Jacobi equations. A necessary condition and a sufficient condition for the existence of the solution of H2/H∞ control is respectively presented, which extends the previous results to more general models.
Research Area(s)
- H2/ H∞ control, Hamilton-Jacobi equation, Nash equilibrium point, Nonlinear systems, Stochastic systems
Citation Format(s)
Nonlinear Stochastic H2/H∞ Control with (x, u, v)-Dependent Noise : Infinite Horizon Case. / Zhang, Weihai; Feng, Gang.
In: IEEE Transactions on Automatic Control, Vol. 53, No. 5, 06.2008, p. 1323-1328.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review