On a Stochastic Differential Game and Its Relationship with Mixed H2/H[subscript Infinity] Control
Author | : Ramine Nikoukhah |
Publisher | : |
Total Pages | : 17 |
Release | : 1991 |
ISBN-10 | : OCLC:255804408 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book On a Stochastic Differential Game and Its Relationship with Mixed H2/H[subscript Infinity] Control written by Ramine Nikoukhah and published by . This book was released on 1991 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "In this paper, we study a stochastic differential game motivated from a control problem in which two types of disturbance are considered: disturbance with respect to which we have to be robust and disturbance which can be modeled as random processes. We show that the solution can be obtained by solving three coupled Riccati equations with mixed boundary conditions; an algorithm is presented. Finally, we show that, in the time-invariant, infinite-horizon case, the controller that we obtain is a mixed-norm H2/H[subscript infinity] controller."