An iterative procedure to solve HJBI equations in nonlinear H_infinity control.
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...[Show more]
|Collections||ANU Research Publications|
|Source:||Proceedings of International Federation of Automatic Control World Congress (SYSID 2008)|
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|02_Feng_An_iterative_procedure_to_2008.pdf||618.82 kB||Adobe PDF||Request a copy|
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