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In this paper, the $ H_{\infty } $ H ∞ consensus problem of stochastic nonlinear multi-agent systems with time-delay, Markov jump and $ (x, u, v) $ (x , u , v) -dependent noises is studied. Firstly, the $ H_{\infty } $ H ∞ consensus problem is transformed into a standard $ H_{\infty } $ H ∞ control problem by model transformation. Then, a dynamic output feedback control protocol is constructed by solving a set of linear matrix inequalities to ensure that the closed-loop system achieves the mean square consensus and meets the specified $ H_{\infty } $ H ∞ performance level. After that, both delay-independent and delay-dependent stochastic bounded real lemmas are established by taking advantage of the Lyapunov–Krasovskii function method and the generalised It $ \hat {\rm {o}} $ o ^ formula. Finally, we illustrate the validity of the developed method with numerical simulations. [ABSTRACT FROM AUTHOR]

This note focuses on the finite horizon H 2 / H ∞ control for stochastic nonlinear jump systems with partially unknown transition probabilities. We derive the nonlinear stochastic bounded real lemma and the nonlinear optimal regular result for the considered system at first. A sufficient condition and a necessary condition for the solution of H 2 / H ∞ control are, respectively, offered by four cross-coupled Hamilton–Jacobi equations (HJEs). Besides, numerical examples show the effectiveness of the obtained results. [ABSTRACT FROM AUTHOR]