Numerical Solution of Finite Time Nash Game for Stochastic Systems
Author:
Affiliation:
1. Institute of Engineering, Hiroshima University
2. The City of Hiroshima
Publisher
Institute of Electrical Engineers of Japan (IEE Japan)
Subject
Electrical and Electronic Engineering
Link
https://www.jstage.jst.go.jp/article/ieejeiss/135/7/135_865/_pdf
Reference17 articles.
1. (1) W. Zhang and B. S. Chen: “State Feedback H∞ Control for a Class of Nonlinear Stochastic Systems”, SIAM J. Control and Optimization, Vol. 44, No. 6, pp. 1973-1991 (2006)
2. (2) V. A. Ugrinovskii: “Robust H∞ control in the presence of stochastic uncertainty”, Int. J. Control, Vol. 71, No. 2, pp. 219-237 (1998)
3. (3) W. Zhang, H. Zhang, and B. S. Chen: “Stochastic H2/H∞ Control with (x, u, v)-Dependent Noise: Finite Horizon Case”, Automatica, Vol. 42, No. 11, pp. 1891-1898 (2006)
4. (4) W. Zhang and G. Feng: “Nonlinear Stochastic H2/H∞ Control with (x, u, v)-Dependent Noise: Infinite Horizon Case”, IEEE Trans. Automatic Control, Vol. 53, No. 5, pp. 1323-1328 (2008)
5. (5) H. Mukaidani: “Nonlinear Stochastic H2/H∞ Control with Multiple Decision Makers”, 52nd IEEE Conf. Decision and Control, pp. 1186-1191, Florence, Italy (2013)
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