Multiobjective H2/H∞ Control for Nonlinear Stochastic Jump Diffusion Systems

In this study, the multiobjective H-2/H-infinity control design method is investigated for nonlinear stochastic jump diffusion systems to minimize H-2/H-infinity performance simultaneously. In practical applications, we expect the system controller to be not only robust but also optimal. In order to combine the advantages of both the H-2/H-infinity control, the multiobjective H-2/H-infinity control design is proposed. The multiobjective H-2/H-infinity control is quite different from mixed H-2/H-infinity control design, a constrained single objective optimization problem (SOP), which is to minimize the H-2/H-infinity performance index with a given H-2/H-infinity performance constraint. The multiobjective H-2/H-infinity control provides a less conservative solution.