标题：Nonlinear stochastic H∞control with markov jumps and (x, u, v) -dependent noise: Finite and infinite horizon cases
作者：Sheng, Li ;Zhu, Meijun ;Zhang, Weihai ;Wang, Yuhong
作者机构：[Sheng, Li ;Zhu, Meijun ;Wang, Yuhong ] College of Information and Control Engineering, China University of Petroleum (East China), Qingdao 266580, Ch 更多
来源：Mathematical Problems in Engineering
摘要：This paper is concerned with the H∞control problem for nonlinear stochastic Markov jump systems with state, control, and external disturbance-dependent noise. By means of inequality techniques and coupled Hamilton-Jacobi inequalities, both finite and infinite horizon H∞control designs of such systems are developed. Two numerical examples are provided to illustrate the effectiveness of the proposed design method. © 2014 Li Sheng et al.