Abstract

In this letter, a robust Stackelberg game for a class of uncertain Markov jump delay stochastic systems (UMJDSSs) is investigated. After introducing some definitions and preliminaries, we derive the conditions for the existence of a robust Stackelberg strategy set by means of cross coupled stochastic bilinear matrix inequalities (CCSBMIs), such that the upper bound of each decision maker’s cost function is minimized. To overcome difficulties in solving the CCSBMIs, a feasible numerical algorithm based on the Krasnoselskii iteration sequence is proposed, which consists of linear matrix inequalities and cross coupled stochastic matrix equations (CCSMEs). It is shown that the weakly convergence property is attained. Finally, a practical example is solved to demonstrate the effectiveness and efficiency of the proposed scheme.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.