Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers

DOI10.1016/j.automatica.2009.03.013zbMath1184.93116OpenAlexW2096827855MaRDI QIDQ963987

Hiroaki Mukaidani

Publication date: 14 April 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/files/public/2/26395/20141016154132779573/j.automatica.2009.03.013.pdf

zbMATH Keywords

linear matrix inequality (LMI)multiple decision makersguaranteed cost control (GCC)cross-coupled stochastic algebraic Riccati equations (CSAREs)Pareto strategy

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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