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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.

CC BY-NC-ND 4.0

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Paper citation in several formats:
Aduba, C. (2016). Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers. In Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO; ISBN 978-989-758-198-4; ISSN 2184-2809, SciTePress, pages 31-37. DOI: 10.5220/0005955400310037

@conference{icinco16,
author={Chukwuemeka Aduba.},
title={Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers},
booktitle={Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO},
year={2016},
pages={31-37},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005955400310037},
isbn={978-989-758-198-4},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO
TI - Nonlinear Second Cumulant/H-infinity Control with Multiple Decision Makers
SN - 978-989-758-198-4
IS - 2184-2809
AU - Aduba, C.
PY - 2016
SP - 31
EP - 37
DO - 10.5220/0005955400310037
PB - SciTePress