Equivalence between Nonlinear H{sub {infinity}} Control Problems and Existence of Viscosity Solutions of Hamilton-Jacobi-Isaacs Equations
Journal Article
·
· Applied Mathematics and Optimization
In this paper we extend to completely general nonlinear systems the result stating that the H{sub {infinity}} 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. We do this using the theory of differential games and viscosity solutions.
- OSTI ID:
- 21067556
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 39; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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