TY - GEN
T1 - An iterative procedure to solve HJBI equations in nonlinear H infinity control
AU - Feng, Yantao
AU - Rotkowitz, Michael
AU - Anderson, Brian D.O.
PY - 2008
Y1 - 2008
N2 - In this paper, an iterative algorithm to solve a special class of Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations is proposed. By constructing two series of nonnegative functions, we replace the problem of solving an HJBI equation by the problem of solving a sequence of Hamilton-Jacobi-Bellman (HJB) equations whose solutions can be approximated recursively by existing methods. The local convergence of the algorithm is guaranteed. A numerical example is provided to demonstrate the accuracy of the proposed algorithm.
AB - In this paper, an iterative algorithm to solve a special class of Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations is proposed. By constructing two series of nonnegative functions, we replace the problem of solving an HJBI equation by the problem of solving a sequence of Hamilton-Jacobi-Bellman (HJB) equations whose solutions can be approximated recursively by existing methods. The local convergence of the algorithm is guaranteed. A numerical example is provided to demonstrate the accuracy of the proposed algorithm.
KW - Differential or dynamic games
KW - Robust control of nonlinear systems
KW - Robust controller synthesis
UR - http://www.scopus.com/inward/record.url?scp=79961017882&partnerID=8YFLogxK
U2 - 10.3182/20080706-5-KR-1001.2050
DO - 10.3182/20080706-5-KR-1001.2050
M3 - Conference contribution
SN - 9783902661005
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
BT - Proceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
T2 - 17th World Congress, International Federation of Automatic Control, IFAC
Y2 - 6 July 2008 through 11 July 2008
ER -