A Stackelberg Game Approach to Mixed H2/Hinf Control

Abstract : 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.
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https://hal.archives-ouvertes.fr/hal-00307393
Contributor : Marc Jungers <>
Submitted on : Tuesday, July 29, 2008 - 11:16:24 AM
Last modification on : Monday, February 10, 2020 - 4:50:22 PM

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Marc Jungers, Emmanuel Trélat, Hisham Abou-Kandil. A Stackelberg Game Approach to Mixed H2/Hinf Control. 17th IFAC World Congress, Jul 2008, Seoul, South Korea. pp.3940-3945, ⟨10.3182/20080706-5-KR-1001.1513⟩. ⟨hal-00307393⟩

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