Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems

被引：0
|
作者：
Costa, Oswaldo L. V. [1 ]
de Oliveira, Andre M. [2 ]
机构：
[1] Escola Politecn Univ Sao Paulo, Dept Engn Telecomunicacoes & Controle, BR-05508010 Sao Paulo, Brazil
[2] Univ Fed Sao Paulo, Inst Ciencia & Tecnol, BR-12247014 Sao Jose Dos Campos, Brazil
来源：
SYSTEMS & CONTROL LETTERS | 2024年 / 192卷
基金：
巴西圣保罗研究基金会;
关键词：
Feedback LQ Nash equilibrium; Discrete-time Markov jump linear systems; Coupled algebraic Riccati-like equations; Mean square stability; OPEN-LOOP NASH; GAMES;
D O I：
10.1016/j.sysconle.2024.105893
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with the infinite horizon feedback LQ Nash equilibrium for discrete-time Markov jump linear systems (MJLS), which are linear systems subject to random variations that follow a Markov chain. We present necessary and sufficient conditions based on a set of coupled algebraic Riccati-like equations for the existence of a feedback LQ Nash equilibrium. To guarantee that the solution of these coupled equations are mean square stabilizing solutions some conditions written in terms of the observability/ detectability of the system modes are presented. The paper concludes with an illustrative example in the context of failure-prone robotic systems.
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页数：7
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