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Discrete-Time Mean-Field Stochastic H_2/H_∞ Control
摘    要:The finite horizon H_2/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma(SBRL). Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linearquadratic(LQ) optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic H_2/H_∞ control of meanfield type via the solvability of coupled matrix-valued equations.

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