Multiobjective H2/H∞ Control Design for Nonlinear Stochastic Chaotic Systems via a Front-Squeezing LMIs-Constrained MOEA

Relationship between Nash Equilibrium Strategies and H2/H∞ Control of Mean-Field Stochastic Differential Equations with Multiplicative Noise

“…Based on SBRL, the authors in [5] studied the finiteand infinite-horizon stochastic mixed H 2 /H ∞ control of continuous-time systems with multiplicative noise. Since then, stochastic H 2 /H ∞ control has become a hot research topic and attracted the attention of many scholars [6][7][8][9][10][11][12][13][14][15][16]. In [6], the finite-horizon stochastic H 2 /H ∞ control was investigated for linear discrete time-varying systems with multiplicative noise.…”

“…In [9], the stochastic H 2 /H ∞ control problem for Poisson jump diffusion system driven by Brownian motion and Poisson process was investigated. Attention was also focused on the mixed H 2 /H ∞ control of nonlinear stochastic chaotic systems and partially unknown nonlinear stochastic systems [10,11]. The mixed H 2 /H ∞ state feedback and the mixed H 2 /H ∞ dynamic output feedback model reference control systems were designed using a parameter-dependent Lyapunov function in [12].…”