A Stackelberg Game Approach to Mixed H2/Hinf Control
Résumé
The H2/Hinf robust control problem is formulated as a Stackelberg differential game where the leader minimizes an H2 criterion while the follower deals with the Hinf constraint. For a closed loop information structure in the game, the necessary conditions to solve such a constrained optimization problem are derived for the finite time horizon case. It is shown that such an approach leads to a singular control and the Stackelberg strategy degenerates due to the omnipotence of the leader. Using conjugate times theory, we prove that the derived necessary conditions are also sufficient.