A design proposal of finite‐time H∞ controller for stochastic mean‐field systems

Abstract

A design proposal of finite‐time controller for stochastic mean‐field systems (MFSs), which are described by a Itô type differential equation, is presented in this paper. Firstly, based on control theory and finite‐time control theory, three sufficient conditions, which ensure the MFS satisfies stochastic finite‐time state feedback stabilization, are gained. Secondly, by decoupling correlation matrix inequalities, the state feedback controller (SFC) gains are obtained. Finally, the simulation results demonstrate that the large system of interacting particles can be approximated by MFS under certain conditions, and the controller design schemes proposed are feasible.