Stochastic H2/H ? Control: A Nash Game Approach

The H? control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H? control, and studies more complex and practically useful mixed H2/H? controller synthesis rather than the pure H? control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H? control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H? control theory, while practitioners can apply our efficient algorithms to address their practical problems.