Soft-constrained stochastic Nash games for multimodeling systems via static output feedback strategy

Abstract

In this paper, we discuss infinite-horizon soft-constrained stochastic Nash games involving state-dependent noise in multimodeling systems (SMS) via static output feedback strategy. First, we derive the conditions for the existence of robust equilibria that have been derived based on the solutions of sets of cross-coupled stochastic algebraic Riccati… (More)
DOI: 10.1109/CDC.2009.5400302

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@article{Mukaidani2009SoftconstrainedSN, title={Soft-constrained stochastic Nash games for multimodeling systems via static output feedback strategy}, author={Hiroaki Mukaidani and Hua Xu and Vasile Dragan}, journal={Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference}, year={2009}, pages={5786-5791} }