Soft-constrained stochastic Nash games for multimodeling systems via static output feedback strategy

Abstract

In this paper, we discuss infinite-horizon soft-constrained stochastic Nash games involving state-dependent noise in multimodeling systems (SMS) via static output feedback strategy. First, we derive the conditions for the existence of robust equilibria that have been derived based on the solutions of sets of cross-coupled stochastic algebraic Riccati equations (CSAREs). After establishing an asymptotic structure along with positive definiteness for cross-coupled stochastic multimodeling algebraic Riccati equations (CSMAREs) solutions, we propose a parameter independent strategy. The numerical example for a multimachine power system is given to demonstrate the efficiency and feasibility of the proposed algorithm.