Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases
type: Item
instance of: scholarly article
title: Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases
zbMATH Open document ID: 1407.93359
DOI: 10.1155/2014/948134
author: Li Sheng
author: Meijun Zhu
author: Weihai Zhang
author: Yuhong Wang
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93B36
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 7017688
Wikidata QID: Q59071061
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/948134
OpenAlex ID: W2114876029
cites work: Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
cites work: Q4519060
cites work: Stochastic $H^\infty$
cites work: State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
cites work: \(H_{\infty}\)-like control for nonlinear stochastic systems
cites work: Robust H/sub /spl infin// filtering for nonlinear stochastic systems
cites work: On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements
cites work: Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements
cites work: Finite-horizon \(H_{\infty }\) fault estimation for linear discrete time-varying systems with delayed measurements
cites work: Stochastic Differential Equations with Markovian Switching
cites work: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
cites work: On Eigenvalue Sets and Convergence Rate of Itô Stochastic Systems With Markovian Switching
cites work: Observability and detectability of discrete-time stochastic systems with Markovian jump
cites work: Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
cites work: Relationship Between Nash Equilibrium Strategies and $H_{2}/H_{\infty}$ Control of Stochastic Markov Jump Systems With Multiplicative Noise
cites work: Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization
cites work: Stabilization for Markovian jump nonlinear systems with partly unknown transition probabilities via fuzzy control
cites work: A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise
cites work: Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
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
cites work: Mathematical methods in robust control of linear stochastic systems.
cites work: Nonlinear \(H_2/H_\infty\) constrained feedback control. A practical design approach using neural networks
cites work: Dissipative control for Markov jump non-linear stochastic systems based on T–S fuzzy model
cites work: An algorithmic introduction to numerical simulation of stochastic differential equations
description: scientific article; zbMATH DE number 7017688