Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers

Chukwuemeka Aduba

2016

Abstract

This paper studies a second cumulant/h-infinity control problem with multiple players for a nonlinear stochastic system on a finite-horizon. The second cumulant/h-infinity control problem, which is a generalization of the higher-order multi-objective control problem, involves a control method with multiple performance indices. The necessary condition for the existence of Nash equilibrium strategies for the second cumulant/h-infinity control problem is given by the coupled Hamilton-Jacobi-Bellman (HJB) equations. In addition, a threeplayer Nash strategy is derived for the second cumulant/h-infinity control problem. A simulation example is given to illustrate the application of the proposed theoretical formulations.

Paper Citation

in Harvard Style

Aduba C. (2016). Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers . In Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-198-4, pages 31-37. DOI: 10.5220/0005955400310037

in Bibtex Style

@conference{icinco16,
author={Chukwuemeka Aduba},
title={Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers},
booktitle={Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2016},
pages={31-37},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005955400310037},
isbn={978-989-758-198-4},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers
SN - 978-989-758-198-4
AU - Aduba C.
PY - 2016
SP - 31
EP - 37
DO - 10.5220/0005955400310037