Robust Pareto Suboptimal Strategy for Uncertain Markov Jump Linear Stochastic Systems with Multiple Decision Makers | IEEE Conference Publication | IEEE Xplore

Robust Pareto Suboptimal Strategy for Uncertain Markov Jump Linear Stochastic Systems with Multiple Decision Makers


Abstract:

In this study, a robust Pareto suboptimal strategy for uncertain Markov jump linear stochastic systems (UMJLSSs) with multiple decision makers is investigated. A guarante...Show More

Abstract:

In this study, a robust Pareto suboptimal strategy for uncertain Markov jump linear stochastic systems (UMJLSSs) with multiple decision makers is investigated. A guaranteed cost control principle is employed to obtain the conditions given using a stochastic algebraic Riccati inequality (SARI), such that the closed-loop stochastic system is exponentially mean square stable (EMSS), having a cost bound. The minimization problem of the cost bound is formulated, and the necessary conditions, which are obtained via the set of cross-coupled stochastic Riccati equations (CCSAREs), are derived with the help of the Karush-Kuhn-Tucker (KKT) conditions. Finally, a numerical example is solved to demonstrate the effectiveness and usefulness of the proposed strategy.
Date of Conference: 27-29 June 2018
Date Added to IEEE Xplore: 16 August 2018
ISBN Information:
Electronic ISSN: 2378-5861
Conference Location: Milwaukee, WI, USA

References

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