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Journal of Applied Science & Engineering

Dhaka University Journal of Applied Science & Engineering

Issue: Vol. 5, No. 1 & 2, January & July 2020
Title: Finite-Time Team-Optimal Strategy with Stochastic H2/H∞ Control

Keywords: Team-optimal solution, H2/H∞ control, Linear stochastic system, Differential Riccati equations, State feedback

This paper discusses the finite-time team-optimal solution for the linear stochastic systems with external disturbances that are attenuated by the H2/H control for the problem of multiple decision-makers. The results show that a finite-time team-optimal solution is found by solving a system of coupling stochastic differential Riccati equations (CSDREs). Finally, a real-world example is given to show that the results are correct.

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