Multiobjective H2/H∞ control for nonlinear stochastic jump diffusion systems

In this study, the multiobjective H₂/H_∞ control design method is investigated for nonlinear stochastic jump diffusion systems to minimize H_∞ and H₂ performance simultaneously. In practical applications, we expect the system controller to be not only robust but also optimal. In order to combine the advantages of both the H_∞ and H₂ control, the multiobjective H₂/H_∞ control design is proposed. The multiobjective H₂/H_∞ control is quite different from mixed H₂/H_∞ control design, a constrained single objective optimization problem (SOP), which is to minimize the H_∞ performance index with a given H_∞ performance constraint. The multiobjective H₂/H_∞ control provides a less conservative solution.