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Abstract 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… Click to show full abstract
Abstract 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.
Journal Title: IFAC-PapersOnLine
Year Published: 2017
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