Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases (Q1719458)
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scientific article; zbMATH DE number 7017688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases |
scientific article; zbMATH DE number 7017688 |
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Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases (English)
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8 February 2019
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Summary: This paper is concerned with the \(H_{\infty}\) control problem for nonlinear stochastic Markov jump systems with state, control, and external disturbance-dependent noise. By means of inequality techniques and coupled Hamilton-Jacobi inequalities, both finite and infinite horizon \(H_{\infty}\) control designs of such systems are developed. Two numerical examples are provided to illustrate the effectiveness of the proposed design method.
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