A. Sideris et H. Rotstein, CONSTRAINED H-INFINITY OPTIMAL-CONTROL OVER AN INFINITE-HORIZON, SIAM journal on control and optimization, 35(4), 1997, pp. 1244-1262
It has been recently shown in [Automatica J. IFAC, 29 (1993), pp. 969-
983; IEEE Trans. Automat. Control, 39 (1994), pp. 762-779] that time-d
omain constraints can be incorporated explicitly into H-infinity, opti
mal control problems over a finite horizon. In this paper, we construc
t a sequence of such finite-horizon constrained H-infinity optimizatio
n problems and show that their solutions converge to the solution of t
he infinite-horizon H-infinity optimization. We prove that convergence
is uniform in the H-infinity norm and that the optimal solution to th
e infinite-horizon problem is unique.