H<inf>2</inf>/H<inf>&#x221E;</inf> control of stochastic systems with multiple decision makers: A Stackelberg game approach

Abstract

In this paper, H<sub>2</sub>/H<sub>&#x221E;</sub> control problem for linear stochastic system governed by Ito&#x0302; differential equation with state and external disturbance dependent noise involving multiple decision makers is investigated. A novel strategy concept for reliable decision is that Stackelberg game strategy is applied. As a result, the… (More)

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