The finite horizon H₂/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma（SBRL）. Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linearquadratic（LQ） optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic H₂

【文章來源】：Journal of Systems Science & Complexity. 2017,30(04)EISCICSCD

【文章頁數(shù)】：17 頁


本文編號：3524602