Abstract
This paper concerns with feedback control design for H ∞ optimal control problems of linear time-varying systems on a finite time horizon with integral constraints on system trajectories. We develop and justify an exact penalization procedure that relates the constrained H ∞ control problem to a family of unconstrained differential games. The solution of the latter problems is based on the classical optimal control theory. Under proper constraint qualifications, we obtain a feedback control design for the original constrained problem through a generalized Riccati differential equation involving an additional generic parameter. Moreover, we provide formulae to determine the parameter involved.
This research was partly supported by the National Science Foundation under grants DMS-9404128 and DMS-9704751, by the USA-Israel Binational Science Foundation under grant 94-00237, and by the NATO contract CRG-950360.
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Mordukhovich, B.S., Zhang, K. (1998). H ∞ Optimal Control of Time-Varying Systems with Integral State Constraints. In: Optimal Control. Applied Optimization, vol 15. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6095-8_18
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DOI: https://doi.org/10.1007/978-1-4757-6095-8_18
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