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A game theoretic algorithm to compute local stabilizing solutions to HJBI equations in nonlinear H infinity control

Feng, Yantao; Anderson, Brian; Rotkowitz, Michael

Description

In this paper, an iterative algorithm to solve Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations for a broad class of nonlinear control systems 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 and local quadratic rate of convergence of the...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
URI: http://hdl.handle.net/1885/51266
Source: Automatica
DOI: 10.1016/j.automatica.2008.11.006

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