Nonlinear Stochastic H∞ Control with Markov Jumps and (x,u,v)-Dependent Noise: Finite and Infinite Horizon Cases
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 syst...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/948134 |