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Gain-Scheduled Nash Games with H Constraint for Stochastic LPV Systems * * This work was supported by JSPS KAKENHI Grant Numbers 26330027 and 16K00029.

机译:使用随机LPV系统的 H 的增益调度的Nash游戏 * * < ce:note-para id =“ npara0001” view =“ all”>此工作得到了JSPS KAKENHI授权号26330027和16K00029的支持。

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摘要

In this paper, gain-scheduled Nash games with H ∞ constraint for stochastic linear parameter varying (LPV) systems is investigated. First, as preliminaries, the modified stochastic bounded real lemma and linear quadratic control (LQC) for the LPV systems are studied. The results are then applied to solve the gain-scheduled Nash games with H ∞ constraint for stochastic LPV systems. It is shown that the Nash equilibrium with H ∞ constraint can be obtained by solving the cross-coupled matrix inequalities (CCMIs). A numerical algorithm for solving the CCMIs is developed, and it is applied to solve a numerical example.
机译:本文研究了随机线性参数变化(LPV)系统具有H∞约束的增益调度Nash博弈。首先,作为初步,研究了LPV系统的修正随机有界实引理和线性二次控制(LQC)。然后将结果应用于求解随机LPV系统的H∞约束的增益调度Nash游戏。结果表明,通过求解交叉耦合矩阵不等式(CCMI),可以得到具有H∞约束的纳什均衡。开发了求解CCMI的数值算法,并将其应用于求解数值示例。

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