Static Output-Feedback Incentive Stackelberg Game for Discrete-Time Markov Jump Linear Stochastic Systems With External Disturbance

被引：12

作者：

Mukaidani, Hiroaki ^{[1
]}

Xu, Hua ^{[2
]}

Dragan, Vasile ^{[3
]}

机构：

[1] Hiroshima Univ, Grad Sch Engn, Higashihiroshima 7398527, Japan

[2] Univ Tsukuba, Grad Sch Business Sci, Tokyo 1120012, Japan

[3] Romanian Acad, Inst Math, RO-014700 Bucharest, Romania

来源：

IEEE CONTROL SYSTEMS LETTERS | 2018年 / 2卷 / 04期

关键词：

Incentive Stackelberg games; H-infinity constraint; static output feedback; Markov jump; stochastic system;

D O I：

10.1109/LCSYS.2018.2847034

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This letter investigates an infinite-horizon incentive Stackelberg game for discrete-time linear stochastic systems subject to Markov jump parameters and external disturbance by means of static output-feedback (SOF). In contrast to the existing studies, players can only have access to local output information in designing their incentive Stackelberg strategies with H-infinity constraint. It is shown that the incentive Stackelberg strategy set is obtained by solving a set of higher-order cross-coupled Lyapunov type equations. As another important contribution, a numerical algorithm is proposed based on the coordinate descent method that guarantees local convergence. A numerical example demonstrates the existence of the SOF incentive Stackelberg strategy set and the effectiveness of the proposed algorithm.

引用

页码：701 / 706

页数：6

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