Affiliation:
1. School of Mathematics and Statistics, Shandong Normal University, Jinan 250358, China
2. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qiangdao 266590, China
Abstract
In this paper, we deal with the H2/H∞ control problem in the infinite horizon for discrete-time mean-field stochastic systems with (x,u,v)-dependent noise. First of all, a stochastic-bounded real lemma, which is the core of H∞ analysis, is derived. Secondly, a sufficient condition in terms of the solution of coupled difference Riccati equations (CDREs) is obtained for solving the H2/H∞ control problem above. In addition, an iterative algorithm for solving CDREs is proposed and a numerical example is given for verification of the feasibility of the developed results.
Funder
the National Natural Science Foundation of China
Subject
Process Chemistry and Technology,Chemical Engineering (miscellaneous),Bioengineering