Robust Optimal Switching Control for Nonlinear Systems

DOI10.1137/S0363012900372611MaRDI QIDQ4785665zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1137/S0363012900372611

zbMATH Keywords

differential gameHamilton-Jacobi-Bellman-Isaacs equationlower-value functionnonanticipating strategyrunning coststate-feedback controlstorage functionswitching costsystem of quasi-variational inequalitiesviscosity solutionworst-case disturbance attenuation

Mathematics Subject Classification ID

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) Differential games and control (49N70) (H^infty)-control (93B36) Feedback control (93B52)

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Cited in

(11)

• Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
• The problem of absolute stability: A dynamic programming approach
• Optimistic minimax search for noncooperative switched control with or without dwell time
• Robust feedback switching control: dynamic programming and viscosity solutions
• H^∞control for discrete-time nonlinear switching systems
• Noncausal Optimal Tracking of Linear Switched Systems
• scientific article; zbMATH DE number 610179 (Why is no real title available?)
• Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
• A Frank-Wolfe algorithm for strongly monotone variational inequalities

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