EQUIVALENCE BETWEEN NONLINEAR H-INFINITY CONTROL-PROBLEMS AND EXISTENCE OF VISCOSITY SOLUTIONS OF HAMILTON-JACOBI-ISAACS EQUATIONS

Authors
Citation
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
Citations number
13
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00954616
Volume
39
Issue
1
Year of publication
1999
Pages
17 - 32
Database
ISI
SICI code
0095-4616(1999)39:1<17:EBNHCA>2.0.ZU;2-W
Abstract
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.