NDLI: Multi-objective decision-making problems for discrete-time stochastic systems with state- and disturbance-dependent noise

Content Provider	IEEE Xplore Digital Library
Author	Mukaidani, H. Hua Xu Dragan, V.
Copyright Year	2011
Description	Author affiliation: Institute of Mathematics of the Romanian Academy, P.O.Box 1-764, RO-014700, Romania (Dragan, V.) \|\| Graduate School of Education, Hiroshima University, 1-1-1 Kagamiyama, Higashi-Hiroshima, 739-8524 Japan (Mukaidani, H.) \|\| Graduate School of Business Sciences, The University of Tsukuba, 3-29-1, Otsuka, Bunkyo-ku, Tokyo, 112-0012 Japan (Hua Xu)
Abstract	In this paper, we consider three types of infinite-horizon multi-objective decision-making problems for a class of discrete-time linear stochastic systems with state- and disturbance-dependent noise. First, the H2/H∞ control problem with multiple decision makers is considered. Second, in order to improve the transient response, the linear quadratic control under the Pareto solution is investigated. Finally, the soft-constrained stochastic Nash games are formulated in which robustness is attained against disturbance input. The decision strategies for the three types of problem are derived. It is found that the conditions for the existences of these strategies are related to the solutions of cross-coupled stochastic algebraic Riccati equations (CSAREs). We develop some new algorithms based on linear matrix inequality (LMI) to solve the CSAREs. Numerical example is provided to verify the efficiency of the proposed decision strategies.
Starting Page	6388
Ending Page	6393
File Size	171986
Page Count	6
File Format	PDF
ISBN	9781612848006
ISSN	07431546
e-ISBN	9781612848013
e-ISBN	9781612847993
DOI	10.1109/CDC.2011.6160358
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-12-12
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic systems Games Noise Manganese Cost function Riccati equations
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Stochastic Nash games for weakly coupled large scale discrete-time systems with state- and control-dependent noise

Discrete time multi-objective ℋ2/ℋ∞ control

Finite-Horizon H2/H∞ control for discrete-time stochastic systems with multiple decision makers

Discrete-time indefinite LQ control with state and control dependent noises

Stochastic H∞ Control for Discrete-Time Singular Systems with State and Disturbance Dependent Noise

A numerical computation of linear quadratic dynamic games for stochastic systems with state- and control-dependent noise

Constrained discrete-time state-dependent Riccati equation technique: A model predictive control approach

Differential games for time-varying discrete-time stochastic systems with multiplicative noise

Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games

Multi-objective decision-making problems for discrete-time stochastic systems with state- and disturbance-dependent noise

Similar Documents

Stochastic Nash games for weakly coupled large scale discrete-time systems with state- and control-dependent noise

Discrete time multi-objective ℋ2/ℋ∞ control

Finite-Horizon H2/H∞ control for discrete-time stochastic systems with multiple decision makers

Discrete-time indefinite LQ control with state and control dependent noises

Stochastic H∞ Control for Discrete-Time Singular Systems with State and Disturbance Dependent Noise

A numerical computation of linear quadratic dynamic games for stochastic systems with state- and control-dependent noise

Constrained discrete-time state-dependent Riccati equation technique: A model predictive control approach

Differential games for time-varying discrete-time stochastic systems with multiplicative noise

Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games

Multi-objective decision-making problems for discrete-time stochastic systems with state- and disturbance-dependent noise