为分离时间的系统的吝啬地的类型的有限地平线 H 2/H 控制问题在这份报纸被考虑。第一,作者导出一个吝啬地的随机的围住的真实词根(SBRL ) 。第二,为分离时间的吝啬地的随机的 linearquadratic (LQ ) 的解决之可能性的一个足够的条件最佳的控制被介绍。基于 SBRL 和 LQ 结果,第三,这份报纸经由联合珍视矩阵的方程的解决之可能性为 meanfield 类型的分离时间的随机的 H 2/H 控制的存在建立一个足够的条件。
The finite horizon H2/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 H2/H∞control of meanfield type via the solvability of coupled matrix-valued equations.