Robust Optimal Stopping-Time Control for Nonlinear Systems |
| |
| Authors: | Ball Chudoung and Day |
| |
| Institution: | (1) Department of Mathematics, Virginia Tech, Blacksburg, VA 24061, USA , US;(2) Department of General Engineering, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA, US |
| |
| 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. |
| |
| Keywords: | , Variational inequality, Viscosity solution, Worst-case disturbance attenuation, Differential game, Value function,,,,,,Storage function, Nonanticipating strategy, State-feedback control, Stopping-time rule, AMS Classification, Primary 49J35,,,,,,Secondary 49L20, 49L25, 49J35, 93B36, 93B52, |
| 本文献已被 SpringerLink 等数据库收录！ |
|
