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Stackelberg Game Approach to Mixed H2/H Problem for Continuous-Time System

  • Xiaoqian Li
  • Wei WangEmail author
  • Juanjuan Xu
  • Huanshui Zhang
Article
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Abstract

This paper studies the mixed H2/H control for continuous-time linear dynamic systems. By applying Stackelberg game approach, the control input is treated as the leader and the disturbance is treated as the follower, respectively. Under standard assumptions and maximum principle, a necessary and sufficient existence condition which is based on three decoupled Riccati equations is obtained. Explicit expression of controllers and solutions to forward backward differential equations (FBDES) are obtained by homogeneous analysis of variables. A numerical example is finally given to verify the efficiency of the proposed approach.

Keywords

Continuous-time case mixed H2/H control open-loop controller Stackelberg game approach 

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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  • Xiaoqian Li
    • 1
  • Wei Wang
    • 1
    Email author
  • Juanjuan Xu
    • 1
  • Huanshui Zhang
    • 1
  1. 1.School of Control Science and EngineeringShandong UniversityJinanChina

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