P. Soravia, EQUIVALENCE BETWEEN NONLINEAR H-INFINITY CONTROL-PROBLEMS AND EXISTENCE OF VISCOSITY SOLUTIONS OF HAMILTON-JACOBI-ISAACS EQUATIONS, Applied mathematics & optimization, 39(1), 1999, pp. 17-32
In this paper we extend to completely general nonlinear systems the re
sult stating that the H-infinity suboptimal control problem is solved
if and only if the corresponding Hamilton-Jacobi-lsaacs (HJI) equation
has a nonnegative (super)solution. This is well known for linear syst
ems, using the Riccati equation instead of the HJI equation. We do thi
s using the theory of differential games and viscosity solutions.