Robust optimal stopping-time control for nonlinear systems

Applied Mathematics and Optimization

Volumn 46, Issue 1, 2002, Pages 1-29

  Ball, Joseph A ^a   Chudoung, Jerawan ^b   Day, Martin V ^a  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Differential game; Nonanticipating strategy; State feedback control; Stopping time rule; Storage function; Value function; Variational inequality; Viscosity solution; Worst case disturbance attenuation

Indexed keywords

ASYMPTOTIC STABILITY; FUNCTION EVALUATION; GAME THEORY; HAMILTONIANS; MATHEMATICAL MODELS; NONLINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; STATE FEEDBACK; STATE SPACE METHODS; TIME DOMAIN ANALYSIS; VARIATIONAL TECHNIQUES;

DIFFERENTIAL GAME; HAMILTONIAN-JACOBI-BELLMAN-ISAACS EQUATION; LOWER VALUE FUNCTION; OPTIMAL STOPPING TIME CONTROL; STORAGE FUNCTION; VARIATIONAL INEQUALITY;

OPTIMIZATION;

EID: 0038119194     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-002-0733-7     Document Type: Article

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