Equivalence between nonlinear \({\mathcal H}_{\infty}\) control problems and existence of viscosity solutions of Hamilton-Jacobi-Isaacs equations (Q1282149)

The goal of this paper is to extend to completely general nonlinear systems the result stating that the \(H_\infty\) suboptimal control problem is solved if and only if the corresponding Hamilton-Jacobi-Isaacs (HJI) equation has a nonnegative (super)solution. This is well known for linear systems, using the Riccati equation instead of the HJI equation. The approach is based on the theory of differential games and viscosity solutions. It is shown rather easily that the \(H_\infty\) suboptimal problem can be solved if and only if a suitably defined value function of a differential game is nonnegative, vanishes and is continuous at the origin. From this, using the theory of viscosity solutions initiated by Crandall and Lions, it is shown that the problem can be solved if and only if there is a nonnegative, lower semicontinuous viscosity (super)solution of the corresponding HJI equation, which is null and continuous at the origin.