PROPERTIES OF STORAGE FUNCTIONS AND APPLICATIONS TO NONLINEAR STOCHASTIC H∞ CONTROL  

作　　者：Qixia ZHANG Weihai ZHANG 

机构地区：[1]School of Mathematics, Shandong University, Jinan 250100, China [2]College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao266510, China

出　　处：《Journal of Systems Science & Complexity》2011年第5期850-861,共12页系统科学与复杂性学报（英文版）

基　　金：This research is supported by the National Natural Science Foundation of China under Grant Nos. 10921101 and 60874032, the National Basic Research Program of China （973 Program） under Grant No. 2007CB814904, the Key Project of Natural Science Foundation of Shandong Province under Grant No. ZR2009GZ001, and the Specialized Research Fund for the Doctoral Program of Higher Education under Grant No. 20103718110006.

摘　　要：This paper discusses the properties of the storage functions for a class of nonlinear stochastic systems. Some necessary and sufficient conditions for a function to be a storage function are derived. As applications, the finite and infinite horizon nonlinear stochastic H∞ controls for systems with state, control, and external disturbance dependent noise are investigated, which generalize the previous results.

关 键 词：Halmilton-Jacobi inequality H∞ control partial differential equation storage function viscosity solution. 

分 类 号：TN929.53[电子电信—通信与信息系统] TP273.2[电子电信—信息与通信工程]