Abstract
In this study, the multiobjective H 2 /H ∞ control design method is investigated for nonlinear stochastic jump diffusion systems to minimize H ∞ and H 2 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 H 2 control, the multiobjective H 2 /H ∞ control design is proposed. The multiobjective H 2 /H ∞ control is quite different from mixed H 2 /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 H 2 /H ∞ control provides a less conservative solution.