Author:
Chukwuemeka Aduba
Affiliation:
Arris Group Inc., United States
Keyword(s):
Cumulant Game Control, Nash Equilibrium, Nonlinear System, Optimization, Statistical Game Control.
Related
Ontology
Subjects/Areas/Topics:
Artificial Intelligence and Decision Support Systems
;
Engineering Applications
;
Enterprise Information Systems
;
Informatics in Control, Automation and Robotics
;
Intelligent Control Systems and Optimization
;
Knowledge-Based Systems Applications
;
Nonlinear Signals and Systems
;
Optimization Algorithms
;
Robotics and Automation
;
Signal Processing, Sensors, Systems Modeling and Control
Abstract:
This paper studies a second cumulant/h-infinity control problem with multiple players for a nonlinear stochastic
system on a finite-horizon. The second cumulant/h-infinity control problem, which is a generalization of the
higher-order multi-objective control problem, involves a control method with multiple performance indices.
The necessary condition for the existence of Nash equilibrium strategies for the second cumulant/h-infinity
control problem is given by the coupled Hamilton-Jacobi-Bellman (HJB) equations. In addition, a threeplayer
Nash strategy is derived for the second cumulant/h-infinity control problem. A simulation example is
given to illustrate the application of the proposed theoretical formulations.