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Stochastic H2/H 8 Control : A Nash Game Approach - Bor-Sen  Chen

Stochastic H2/H 8 Control

A Nash Game Approach

By: Bor-Sen Chen, Weihai Zhang, Lihua Xie

Hardcover | 18 July 2017 | Edition Number 1

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The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, and studies more complex and practically useful mixed H2/H∞ controller synthesis rather than the pure H∞ control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H∞ control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H∞ control theory, while practitioners can apply our efficient algorithms to address their practical problems.

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