Robust Optimal Switching Control for Nonlinear Systems

DOI10.1137/S0363012900372611zbMath1042.49029MaRDI QIDQ4785665

Jerawan Chudoung, Martin V. Day, Joseph A. Ball

Publication date: 5 January 2003

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

viscosity solutiondifferential gameHamilton-Jacobi-Bellman-Isaacs equationswitching costrunning coststate-feedback controlstorage functionworst-case disturbance attenuationnonanticipating strategysystem of quasi-variational inequalitieslower-value function

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Feedback control (93B52) (H^infty)-control (93B36) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

The problem of absolute stability: A dynamic programming approach ⋮ H^∞control for discrete-time nonlinear switching systems ⋮ A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time ⋮ Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs

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