A game‐based control design for discrete‐time Markov jump systems with multiplicative noise. Issue 5 (1st March 2013)

• Record Type: Journal Article
• Authors: Hou, Ting; Zhang, Weihai; Ma, Hongji
• Is Part Of: IET control theory & applications. Volume 7:Issue 5(2013)
• Page Start: 773
• Page End: 783
• Publication Date: 2013-03-01
• Subjects: control system synthesis -- discrete time systems -- game theory -- Markov processes -- quadratic programming; game‐based control design -- discrete time Markov jump system -- multiplicative noise -- non‐zero‐sum Nash game -- Nash equilibrium -- unified treatment approach -- quadratic performance indices -- H2 ‐H∞ control design -- H∞ control design -- H2 control design; control system synthesis -- discrete time systems -- game theory -- Markov processes -- quadratic programming; game‐based control design -- discrete time Markov jump system -- multiplicative noise -- non‐zero‐sum Nash game -- Nash equilibrium -- unified treatment approach -- quadratic performance indices -- H2 ‐H∞ control design -- H∞ control design -- H2 control design; Control theory -- Periodicals; Automatic control -- Periodicals; 629.8312
• DOI: 10.1049/iet-cta.2012.1018
• Languages: English
• ISSNs: 1751-8644

Abstract

Abstract : This study is devoted to investigating the inherent relationship among the H 2, H ∞ and H 2 / H ∞ control designs for discrete‐time 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.