An iterative procedure to solve HJBI equations in nonlinear H_infinity control.

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dc.contributor.authorFeng, Yantao
dc.contributor.authorRotkowitz, Michael
dc.contributor.authorAnderson, Brian
dc.coverage.spatialCOEX South Korea
dc.date.accessioned2015-12-07T22:32:32Z
dc.date.createdJuly 6-11 2008
dc.date.issued2008
dc.date.updated2016-02-24T09:50:58Z
dc.description.abstractIn 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.
dc.identifier.isbn9781123478902
dc.identifier.urihttp://hdl.handle.net/1885/22863
dc.publisherElsevier
dc.relation.ispartofseriesInternational Federation of Automatic Control World Congress (SYSID 2008)
dc.sourceProceedings of International Federation of Automatic Control World Congress (SYSID 2008)
dc.subjectKeywords: Differential or dynamic games; Existing method; Hamilton-Jacobi-Bellman; Hamilton-Jacobi-Bellman equations; Iterative algorithm; Iterative procedures; Local Convergence; Nonlinear H-infinity control; Nonnegative functions; Numerical example; Robust contro Differential or dynamic games; Robust control of nonlinear systems; Robust controller synthesis
dc.titleAn iterative procedure to solve HJBI equations in nonlinear H_infinity control.
dc.typeConference paper
local.bibliographicCitation.lastpage205
local.bibliographicCitation.startpage200
local.contributor.affiliationFeng, Yantao, University of Melbourne
local.contributor.affiliationRotkowitz, Michael, College of Engineering and Computer Science, ANU
local.contributor.affiliationAnderson, Brian, College of Engineering and Computer Science, ANU
local.contributor.authoruidRotkowitz, Michael, u4380376
local.contributor.authoruidAnderson, Brian, u8104642
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor091302 - Automation and Control Engineering
local.identifier.ariespublicationu2505865xPUB24
local.identifier.doi10.3182/20080706-5-KR-1001.2050
local.identifier.scopusID2-s2.0-79961017882
local.type.statusPublished Version

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