Bi-Cumulant Games : A Generalization of H ∞ and H 2 / H ∞ Control

Cost cumulants have been used more frequently in the recent literature and have demonstrated their usefulness in controlling the vibrations of buildings that are subject to high winds and seismic disturbances. This paper extends the use of cumulants into stochastic game theory. The development is for a class of nonlinear systems with non-quadratic costs… CONTINUE READING