The finite horizon H_2/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma(SBRL). Secondly, a sufficien...The finite horizon H_2/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma(SBRL). Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linearquadratic(LQ) optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic H_2/H_∞ control of meanfield type via the solvability of coupled matrix-valued equations.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.61573227,61633014the Research Fund for the Taishan Scholar Project of Shandong Province of China+1 种基金the SDUST Research Fund under Grant No.2015TDJH105the State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources under Grant No.LAPS16011
文摘The finite horizon H_2/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma(SBRL). Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linearquadratic(LQ) optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic H_2/H_∞ control of meanfield type via the solvability of coupled matrix-valued equations.
