access icon free A game-based control design for discrete-time Markov jump systems with multiplicative noise

This study is devoted to investigating the inherent relationship among the H 2, H and H 2/H control designs for discrete-time Markov jump systems with multiplicative noise. From a new perspective of non-zero-sum Nash game, we show that the Nash equilibrium solution may present a unified treatment approach for these three types of control design problems by taking adequate parameters in the quadratic performance indices. Moreover, a numerical example is supplied to illustrate the proposed results.

Inspec keywords: quadratic programming; control system synthesis; Markov processes; discrete time systems; game theory

Other keywords: H2-H∞ control design; unified treatment approach; discrete time Markov jump system; multiplicative noise; H∞ control design; H2-H∞ control design; H2 control design; non-zero-sum Nash game; game-based control design; H∞ control design; Nash equilibrium; quadratic performance indices

Subjects: Discrete control systems; Control system analysis and synthesis methods; Game theory; Markov processes

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