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This study is devoted to investigating the inherent relationship among the H2, H∞, and H2/H∞ control designs for discrete-time Markov jump systems with multiplicative noise. From a new perspective of nonzero-sum Nash game, we will show that the Nash equilibrium solution may present a unified treatment approach for these three types of controller design by taking adequate parameters in the quadratic...
In this paper, the H2 optimal state-feedback control problem is investigated for discrete-time Markov jump systems subject to periodic coefficients and multiplicative noise. First of all, an exhaustive analysis is pursued to set up an H2 performance criterion (H2 norm), which can be characterized by the periodic solutions of two generalized Lyapunov equations. Based on the obtained H2 norm, the H2...
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