Distributed Consensus of Stochastic Multi-agent Systems with Prescribed Performance Constraints

Abstract: This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions of multi-agent systems. In particular, we consider that each agent is driven by a stochastic differential equation with state-dependent noise which makes the considered problem more challenging compared to non-stochastic agents. The work provides sufficient conditions under which the proposed timevarying distributed control laws ensure consensus in expectation and almost sure consensus of stochastic multi-agent systems while satisfying prescribed performance constraints over evolutions of the systems in the sense of the qth moment. Finally, we demonstrate the effectiveness of the proposed results with a numerical example.