Multiobjective nonfragile fuzzy control for nonlinear stochastic financial systems with mixed time delays’

Abstract

In this study, a multiobjective nonfragile control is proposed for a class of stochastic Takagi and Sugeno (T-S) fuzzy systems with mixed time delays to guarantee the optimal H2 and H∞ performance simultaneously. Firstly, based on the T-S fuzzy model, two form of nonfragile state feedback controllers are designed to stabilize the T-S fuzzy system, that is to say, nonfragile state feedback controllers minimize the H2 and H∞ performance simultaneously. Then, by applying T-S fuzzy approach, the multiobjective H2/H1 nonfragile fuzzy control problem is transformed into linear matrix inequality (LMI)-constrained multiobjective problem (MOP). In addition, we efficiently solve Pareto optimal solutions for the MOP by employing LMI-based multiobjective evolution algorithm (MOEA). Finally, the validity of this approach is illustrated by a realistic design example.