Robust incentive Stackelberg strategy for Markov jump linear stochastic systems via static output feedback

DOI10.1049/iet-cta.2019.0917zbMath1544.93127MaRDI QIDQ6598898

Hua Xu, R. Saravanakumar, Hiroaki Mukaidani

Publication date: 5 September 2024

Published in: IET Control Theory \& Applications (Search for Journal in Brave)

zbMATH Keywords

computational complexitygame theorylinear systemslinear matrix inequalitiesfeedbackrobust controldifferential equationsiterative methodsbilinear matrix inequalitystochastic systemsNP-hard problemLyapunov methodsItô differential equationsclassical Lagrange multiplier techniqueCCSALTEshigher-order cross-coupled stochastic algebraic Lyapunov type equationsKrasnoselskii-Mann iterative algorithmMarkov jump linear stochastic systemrobust incentive Stackelberg strategyrobust static output feedback incentive Stackelberg gameSOF incentive Stackelberg strategiesSOF strategies

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Hierarchical games (including Stackelberg games) (91A65) Feedback control (93B52) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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