Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
type: Item
instance of: scholarly article
title: Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
zbMATH Open document ID: 1407.93107
DOI: 10.1155/2014/205967
author: Ming Gao
author: Changdi Fu
author: Weihai Zhang
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: This paper is concerned with the algorithms which solve \(H_2 / H_{\infty}\) control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizon \(H_2 / H_{\infty}\) control of discrete-time stochastic systems are reviewed and studied. Secondly, two algorithms are proposed for the finite and infinite horizon \(H_2 / H_{\infty}\) control of continuous-time stochastic systems, respectively. Finally, several numerical examples are presented to show the effectiveness of the algorithms.
Mathematics Subject Classification ID: 93B36
zbMATH DE Number: 7015904
Wikidata QID: Q59063769
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/205967
OpenAlex ID: W2087240472
cites work: A Nash game approach to mixed H/sub 2//H/sub ∞/ control
cites work: Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
cites work: Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
cites work: Stochastic&gt;tex&lt;$H_2/H_infty $&gt;/tex&lt;Control WithState-Dependent Noise
cites work: Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
cites work: Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
cites work: Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps
cites work: Finite Horizon $H_{2}/H_{\infty}$ Control for Discrete-Time Stochastic Systems With Markovian Jumps and Multiplicative Noise
cites work: Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
cites work: Relationship Between Nash Equilibrium Strategies and $H_{2}/H_{\infty}$ Control of Stochastic Markov Jump Systems With Multiplicative Noise
cites work: Stochastic Differential Equations with Markovian Switching
cites work: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
cites work: An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
cites work: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
cites work: Nonlinear Stochastic $H_2/H_\infty$ Control with $(x,u,v)$-Dependent Noise: Infinite Horizon Case
cites work: Some Remarks on General Nonlinear Stochastic $H_{\infty }$ Control With State, Control, and Disturbance-Dependent Noise
Recommended article: Stochastic&gt;tex&lt;$H_2/H_infty $&gt;/tex&lt;Control WithState-Dependent Noise
Recommended article: Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
Recommended article: Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise
Recommended article: Stochastic control of state‐dependent jump linear systems with state‐dependent noise
Recommended article: Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
Recommended article: An Algorithm for Infinite Dimensional Stochastic Control Problems
Recommended article: RobustH2/H∞control for a class of time-varying nonlinear stochastic systems with state- and control-dependent noises
Recommended article: Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance
Recommended article: Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control
Recommended article: Algorithms for solving a class of problems of \(H_\infty\)-optimization of control systems
description: scientific article; zbMATH DE number 7015904