Gain-Scheduled H_∞ Constraint Pareto Optimal Strategy for Stochastic LPV Systems with Multiple Decision Makers

摘要

Gain-scheduled H_∞ constraint Pareto optimal strategy for stochastic linear parameter varying (LPV) systems with multiple decision makers is investigated. The modified stochastic bounded real lemma and linear quadratic control (LQC) for the stochastic LPV systems are reformulated by means of linear matrix inequalities (LMIs). In order to decide the strategy set of multiple decision makers, Pareto optimal strategy is considered for each player and the H_∞ constraint is imposed. The solvability conditions of the problem are established from cross-coupled matrix inequalities (CCMIs). The efficiency of the proposed strategy set is demonstrated using a numerical example.