Finite horizon H-infinity state-feedback control of continuous-time systems with state delays

The finite horizon H-infinity control of time-invariant linear systems with a finite number of point and distributed time delays is considered. The co ntroller is obtained by solving coupled Riccati-type partial differential e quations. The solutions to these equations and the resulting controllers ar e approximated by series expansions in powers of the largest delay. Unlike the infinite horizon case, these approximations possess both regular and bo undary layer terms. The performance of the closed-loop system under the mem oryless zero-approximation controller is analyzed.