Masaru Unno

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Abstract—In this paper, H2/H∞ control problem for linear weakly coupled stochastic system with state and external disturbance dependent noise involving multiple decision makers is investigated. After defining strategy set that is based on Stackelberg game, the existence conditions of the proposed strategy set that consists of cross-coupled algebraic(More)
Nash games for a class of linear time-delay system with Markovian jumping parameters are investigated. By using a classical Lyapunov-Krasovskii method and a non-convex optimization approach as a sufficient condition, a strategy set in terms of matrix inequality is established. In order to obtain a strategy set numerically, new cross-coupled stochastic(More)
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