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摘要
This paper is concerned with the algorithms which solve H-2/H-infinity control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizon H-2/H-infinity control of discrete-time stochastic systems are reviewed and studied. Secondly, two algorithms are proposed for the finite and infinite horizon H-2/H-infinity control of continuous-time stochastic systems, respectively. Finally, several numerical examples are presented to show the effectiveness of the algorithms.
- 出版日期2014
- 单位中国石油大学（华东）; 山东科技大学
