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- Title
A game-based control design for discrete-time Markov jump systems with multiplicative noise.
- Authors
Ting Hou; Weihai Zhang; Hongji Ma
- Abstract
This study is devoted to investigating the inherent relationship among the H2, H∞ and H2/H∞ control designs for discretetime Markov jump systems with multiplicative noise. From a new perspective of non-zero-sum Nash game, we show that the Nash equilibrium solution may present a unified treatment approach for these three types of control design problems by taking adequate parameters in the quadratic performance indices. Moreover, a numerical example is supplied to illustrate the proposed results.
- Subjects
GAME theory; MATHEMATICAL models; MARKOV processes; STOCHASTIC processes; DISCRETE-time systems
- Publication
IET Control Theory & Applications (Wiley-Blackwell), 2013, Vol 7, Issue 5, p773
- ISSN
1751-8644
- Publication type
Article
- DOI
10.1049/iet-cta.2012.1018