NASH game and mixed H2/H∞ control
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In this work a Nonzero-Sum NASH game related to the H2 and H∞ control problems is formulated in the context of convex optimization theory. The variables of the game are limiting bounds for the H2 and H∞ norms, and the final controller is obtained as an equilibrium solution, which minimizes the `sensitivity of each norm' with respect to the other. The state feedback problem is considered and illustrated by numerical examples.