Robust incentive Stackelberg strategy for Markov jump linear stochastic systems via static output feedback

In this study, a robust static output feedback (SOF) incentive Stackelberg game for a Markov jump linear stochastic system governed by Itô differential equations with multiple leaders and multiple followers is investigated. The existence conditions for the SOF incentive Stackelberg strategies are de...

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Bibliographic Details
Published in:	IET control theory & applications Vol. 14; no. 9; pp. 1246 - 1254
Main Authors:	Mukaidani, Hiroaki, Saravanakumar, Ramasamy, Xu, Hua
Format:	Journal Article
Language:	English
Published:	The Institution of Engineering and Technology 11.06.2020
Subjects:	bilinear matrix inequality Brief Paper CCSALTEs classical Lagrange multiplier technique computational complexity differential equations feedback game theory higher‐order cross‐coupled stochastic algebraic Lyapunov type equations iterative methods Itô differential equations Krasnoselskii–Mann iterative algorithm linear matrix inequalities linear systems Lyapunov methods Markov jump linear stochastic system NP‐hard problem robust control robust incentive Stackelberg strategy robust static output feedback incentive Stackelberg game SOF incentive Stackelberg strategies SOF strategies stochastic systems iterative methods Itô differential equations Krasnoselskii–Mann iterative algorithm bilinear matrix inequality game theory linear systems CCSALTEs differential equations robust incentive Stackelberg strategy feedback SOF strategies NP-hard problem linear matrix inequalities robust static output feedback incentive Stackelberg game Markov jump linear stochastic system stochastic systems robust control higher-order cross-coupled stochastic algebraic Lyapunov type equations SOF incentive Stackelberg strategies classical Lagrange multiplier technique computational complexity Lyapunov methods
ISSN:	1751-8644, 1751-8652
Online Access:	Get full text
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