Robust Nash Static Output Feedback Strategy for Uncertain Markov Jump Delay Stochastic Systems
| Title | Robust Nash Static Output Feedback Strategy for Uncertain Markov Jump Delay Stochastic Systems |
| Publication Type | Conference Paper |
| Year of Publication | 2019 |
| Authors | Mukaidani, H., Saravanakumar, R., Xu, H., Zhuang, W. |
| Conference Name | 2019 IEEE 58th Conference on Decision and Control (CDC) |
| Date Published | Dec. 2019 |
| Publisher | IEEE |
| ISBN Number | 978-1-7281-1398-2 |
| Keywords | active queue management, algebraic equations, Congestion Control, coupled congestion control, cross coupled stochastic matrix inequalities, delay systems, delays, feedback, game theory, linear matrix inequalities, Markov processes, Microsoft Windows, Output feedback, pubcrawl, resilience, Resiliency, robust control, robust Nash static output feedback strategy, Robustness, Scalability, stochastic systems, uncertain Markov jump delay stochastic systems, uncertain systems |
| Abstract | In this paper, we propose a robust Nash strategy for a class of uncertain Markov jump delay stochastic systems (UMJDSSs) via static output feedback (SOF). After establishing the extended bounded real lemma for UMJDSS, the conditions for the existence of a robust Nash strategy set are determined by means of cross coupled stochastic matrix inequalities (CCSMIs). In order to solve the SOF problem, an heuristic algorithm is developed based on the algebraic equations and the linear matrix inequalities (LMIs). In particular, it is shown that robust convergence is guaranteed under a new convergence condition. Finally, a practical numerical example based on the congestion control for active queue management is provided to demonstrate the reliability and usefulness of the proposed design scheme. |
| URL | https://ieeexplore.ieee.org/document/9028961 |
| DOI | 10.1109/CDC40024.2019.9028961 |
| Citation Key | mukaidani_robust_2019 |
- microsoft windows
- uncertain systems
- uncertain Markov jump delay stochastic systems
- stochastic systems
- Scalability
- Robustness
- robust Nash static output feedback strategy
- robust control
- Resiliency
- resilience
- pubcrawl
- Output feedback
- active queue management
- Markov processes
- linear matrix inequalities
- game theory
- feedback
- delays
- delay systems
- cross coupled stochastic matrix inequalities
- coupled congestion control
- Congestion Control
- algebraic equations