标题：Stackelberg Game Approach to Mixed H 2 /H ∞ Problem for Continuous-Time System
作者：Li X.; Wang W.; Xu J.; Zhang H.
作者机构：[Li, X] School of Control Science and Engineering, Shandong University, Jinan, 250061, China;[ Wang, W] School of Control Science and Engineering, Sha 更多
通讯作者地址：[Wang, W] School of Control Science and Engineering, Shandong UniversityChina;
来源：Journal of Systems Science and Complexity
关键词：Continuous-time case; mixed H 2 /H ∞ control; open-loop controller; Stackelberg game approach
摘要：This paper studies the mixed H 2 /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. © 2018, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag GmbH Germany, part of Springer Nature.