ROBUST STATIC OUTPUT FEEDBACK STACKELBERG STRATEGY FOR MARKOV JUMP DELAY STOCHASTIC SYSTEMS

Abstract

In this study, a robust static output feedback (SOF) Stackelberg strategy for a class of uncertain Markov Jump linear stochastic delay systems (UMJLSDSs) is investigated. After introducing certain preliminaries, a SOF Stackelberg strategy is derived. It is shown that the strategy set is established by solving two constraint optimization problems and cross-coupled stochastic matrix equations that consist of bilinear matrix inequalities (BMIs). In order to obtain the corresponding solutions of the constraint optimization problems and cross coupled stochastic matrix equations (CCSMEs), an algorithm based on the Krasnoselskii iterative algorithm is proposed instead of solving BMI. It is also shown that weak convergence can be achieved using this approach. A practical example is provided to demonstrate the effectiveness and convergence of the proposed algorithm.