Game Approach for H∞ Robust Control Strategy to Follow the Production in the Singularly Perturbed Bilinear Dynamic Input-Output Systems

Abstract

For simulating and analyzing the input and output problem of national economy more accurately, this paper considers the fast and slow production processes during the course of social production development, takes stochastic economic risks into consideration, and constructs a H∞ robust control model to follow the production in the singularly perturbed dynamic input-output systems. Further introducing ideas of noncooperative differential game theory, the H∞ robust control model is transformed into a saddle-point equilibrium game model, and a new method for solving dynamic input-output problem by using saddle-point equilibrium strategies is obtained. A numerical result is presented in the end to illustrate the effectiveness of the method.