Robust Optimal Stopping-Time Control for Nonlinear Systems
Journal Article
·
· Applied Mathematics and Optimization
- Department of Mathematics, Virginia Tech, Blacksburg, VA 24061 (United States)
- Department of General Engineering, University of Illinois at Urbana-Champaign, Urbana, IL 61801 (United States)
We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the Hamilton-Jacobi-Bellman-Isaacs equation for this setting). We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution of the VI can be used for stability analysis.
- OSTI ID:
- 21064248
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 46; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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