Robust Optimal Switching Control for Nonlinear Systems
DOI10.1137/S0363012900372611zbMATH Open1042.49029MaRDI QIDQ4785665FDOQ4785665
Authors: Joseph A. Ball, Jerawan Chudoung, Martin V. Day 
Publication date: 5 January 2003
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Recommendations
differential gameviscosity solutionHamilton-Jacobi-Bellman-Isaacs equationswitching costrunning coststate-feedback controlstorage functionworst-case disturbance attenuationnonanticipating strategysystem of quasi-variational inequalitieslower-value function
Differential games and control (49N70) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) (H^infty)-control (93B36) Feedback control (93B52)
Cited In (10)
- The problem of absolute stability: A dynamic programming approach
- Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
- Noncausal Optimal Tracking of Linear Switched Systems
- H∞control for discrete-time nonlinear switching systems
- Title not available (Why is that?)
- Optimistic minimax search for noncooperative switched control with or without dwell time
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
- Robust feedback switching control: dynamic programming and viscosity solutions
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
- Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches
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