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Pré-Publication, Document De Travail Année : 2006

A Stackelberg Game Approach to Mixed $H_2/H_\infty$ Control

Résumé

The $H_2/H_\infty$ robust control problem is formulated as a Stackelberg differential game where the leader minimizes an $H_2$criterion while the follower deals with the $H_\infty$ constraint. For a closed loop information structure in the game, the necessary conditions to solve such a constrained optimization problem are derived for the finite time horizon case. It is shown that such an approach leads to a singular control and the Stackelberg strategy degenerates due to the omnipotence of the leader. Using conjugate times theory, we prove that the derived necessary conditions are also sufficient.
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Dates et versions

hal-00086395 , version 1 (18-07-2006)

Identifiants

  • HAL Id : hal-00086395 , version 1

Citer

Marc Jungers, Emmanuel Trélat, Hisham Abou-Kandil. A Stackelberg Game Approach to Mixed $H_2/H_\infty$ Control. 2006. ⟨hal-00086395⟩
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