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H∞ Constraint Pareto Optimal Strategy for Stochastic LPV Systems

Author

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  • Mostak Ahmed

    (Graduate School of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima 739-8527, Japan†Department of Mathematics, Jagannath University, Dhaka 1100, Bangladesh)

  • Hiroaki Mukaidani

    (Graduate School of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima 739-8527, Japan)

  • Tadashi Shima

    (Graduate School of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima 739-8527, Japan)

Abstract

H∞ constraint Pareto optimal strategy for stochastic linear parameter varying (LPV) systems with multiple decision makers is investigated. The modified stochastic bounded real lemma and linear quadratic control (LQC) for the stochastic LPV systems are reformulated by means of linear matrix inequalities (LMIs). In order to decide the strategy set of multiple decision makers, Pareto optimal strategy is considered for each player and the H∞ constraint is imposed. The solvability conditions of the problem are established from cross-coupled matrix inequalities (CCMIs). The efficiency of the proposed strategy set is demonstrated using a numerical example.

Suggested Citation

  • Mostak Ahmed & Hiroaki Mukaidani & Tadashi Shima, 2018. "H∞ Constraint Pareto Optimal Strategy for Stochastic LPV Systems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-20, June.
    • Handle: RePEc:wsi:igtrxx:v:20:y:2018:i:02:n:s0219198917500311
    DOI: 10.1142/S0219198917500311
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