Access the full text.
Sign up today, get DeepDyve free for 14 days.
Loading next page...
/lp/springer-journals/robust-optimal-stopping-time-control-for-nonlinear-systems-yOBUZxQ00O
References (19)
-
Alʹbert Shiri︠a︡ev (1977)
Optimal stopping rules -
S. Sastry, M. Bodson (1989)
Adaptive Control: Stability, Convergence and Robustness -
H. Frankowska, M. Quincampoix (1999)
Dissipative Control Systems and Disturbance Attenuation for Nonlinear H∞ ProblemsApplied Mathematics and Optimization, 40
-
M. Bardi, I. Capuzzo-Dolcetta (1997)
Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations -
Joseph Bally, J. Heltonz (1996)
Viscosity Solutions of Hamilton{jacobi Equations Arising -
J. Aubin (1991)
Viability theory -
W. Fleming, H. Soner, H. Soner, Div Mathematics, Florence Fleming, Serpil Soner (1992)
Controlled Markov processes and viscosity solutions -
Pierpaolo Soravia (1996)
${\cal H}_\infty$ Control of Nonlinear Systems: Differential Games and Viscosity SolutionsSiam Journal on Control and Optimization, 34
-
J. Willems (1972)
Dissipative dynamical systems part I: General theoryArchive for Rational Mechanics and Analysis, 45
-
J. Helton, M. James (1987)
Extending H-infinity Control to Nonlinear Systems: Control of Nonlinear Systems to Achieve Performance Objectives -
M. James (1993)
A partial differential inequality for dissipative nonlinear systemsSystems & Control Letters, 21
-
F. Clarke, Yu. Ledyaev, R. Stern, P. Wolenski (1998)
Nonsmooth analysis and control theory -
J. Ball, M. Day, P. Kachroo (1999)
Robust Feedback Control of a Single Server Queueing SystemMathematics of Control, Signals and Systems, 12
-
J. Ball, J. Chudoung, M. Day (2002)
Robust Optimal Switching Control for Nonlinear SystemsSIAM J. Control. Optim., 41
-
F. Clarke (1983)
Optimization And Nonsmooth Analysis -
A. Schaft (1996)
L2-Gain and Passivity Techniques in Nonlinear Control. Lecture Notes in Control and Information Sciences 218 -
J. Ball, M. Day, Tungsheng Yu, P. Kachroo (1999)
Robust L2-gain control for nonlinear systems with projection dynamics and input constraints: an example from traffic controlAutom., 35
-
A. Bensoussan, J. Lions (1982)
Applications of Variational Inequalities in Stochastic Control -
(1959)
Systèmes d'´ equations différentielles d'oscillations non linéaires
- Publisher
- Springer Journals
- Copyright
- Copyright © Inc. by 2002 Springer-Verlag New York
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s00245-002-0733-7
- Publisher site
- See Article on Publisher Site
Abstract
Abstract. We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the Hamilton—Jacobi—Bellman—Isaacs equation for this setting). We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution of the VI can be used for stability analysis.
Journal
Applied Mathematics and Optimization – Springer Journals
Published: Oct 1, 2002