A uniqueness result for the Isaacs equation corresponding to nonlinear H infinity control

Authors
Citation
Wm. Mceneaney, A uniqueness result for the Isaacs equation corresponding to nonlinear H infinity control, MATH CONTR, 11(4), 1998, pp. 303-334
Citations number
30
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS
ISSN journal
09324194 → ACNP
Volume
11
Issue
4
Year of publication
1998
Pages
303 - 334
Database
ISI
SICI code
0932-4194(1998)11:4<303:AURFTI>2.0.ZU;2-P
Abstract
The dynamic programming equation (DPE) corresponding to nonlinear H-infinit y control is considered. When the cost grows quadratically in the state,,it is well known that there may be an infinite number of viscosity solutions to the DPE. In fact, there may be more than one classical solution when a c lassical solution exists. For the case of fixed feedback control, it is sho wn that there exists a unique viscosity solution in the class of solutions meeting a certain growth condition, and a representation in terms of availa ble storage is obtained. For the active control case, where the H-infinity problem is represented by a differential game, a similar representation res ult is obtained under the assumption of existence of a suboptimal feedback control.