Multiobjective Optimization Control for Uncertain Nonlinear Stochastic System with State-Delay

Abstract

AbstractThis paper is concerned with the problem of multiobjective $$H_{2}/H_{\\infty }$$H2/H∞ control for uncertain nonlinear stochastic systems with state-delay. \nThe main aim is to get the multiobjective $$H_{2}/H_{\\infty }$$H2/H∞ optimization performance in Pareto optimal sense. By applying T–S fuzzy approach, the multiobjective $$H_{2}/H_{\\infty }$$H2/H∞ fuzzy control problem is transformed into linear matrix inequality (LMI)-constrained multiobjective problem (MOP).\n In addition, we efficiently solve Pareto optimal solutions for the MOP of fuzzy control design problem by employing LMI-based multiobjective evolution algorithm. The designers can freely select multiobjective $$H_{2}/H_{\\infty }$$H2/H∞ control scheme according to their own preferences.\n Finally, a financial system example is given to illustrate the effectiveness and usefulness of the proposed method.