Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers
DOI10.1016/J.AUTOMATICA.2009.03.013zbMATH Open1184.93116OpenAlexW2096827855MaRDI QIDQ963987FDOQ963987
Authors: 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
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linear matrix inequality (LMI)multiple decision makersguaranteed cost control (GCC)cross-coupled stochastic algebraic Riccati equations (CSAREs)Pareto strategy
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)
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Cited In (15)
- Properties of feedback Nash equilibria in scalar LQ differential games
- Necessary and sufficient conditions for feedback Nash equilibria for the affine-quadratic differential game
- Stackelberg strategies for stochastic systems with multiple followers
- Finite-time guaranteed cost control for uncertain mean-field stochastic systems
- Robust and Nonlinear Control: literature survey (No. 14)
- \(H_{2}\) control of discrete-time periodic systems with Markovian jumps and multiplicative noise
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
- \(H_\infty\) constraint Pareto optimal strategy for stochastic LPV systems
- Generalized guaranteed cost control with D-stability and multiple output constraints
- Title not available (Why is that?)
- Dynamic Games for Stochastic Systems with Delay
- A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
- The guaranteed cost control for uncertain nonlinear large-scale stochastic systems via state and static output feedback
- Guaranteed cost control for Markovian jump systems with uncertain probabilities subject to channel fadings
- State and output feedback finite-time guaranteed cost control of linear Itô stochastic systems
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