Robust Nash Static Output Feedback Strategy for Uncertain Markov Jump Delay Stochastic Systems

In this paper, we propose a robust Nash strategy for a class of uncertain Markov jump delay stochastic systems (UMJDSSs) via static output feedback (SOF). After establishing the extended bounded real lemma for UMJDSS, the conditions for the existence of a robust Nash strategy set are determined by means of cross coupled stochastic matrix inequalities (CCSMIs). In order to solve the SOF problem, an heuristic algorithm is developed based on the algebraic equations and the linear matrix inequalities (LMIs). In particular, it is shown that robust convergence is guaranteed under a new convergence condition. Finally, a practical numerical example based on the congestion control for active queue management is provided to demonstrate the reliability and usefulness of the proposed design scheme.