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Journal of Optimization Theory and Applications

, Volume 168, Issue 3, pp 1046–1064 | Cite as

Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems

  • Muhammad Wakhid MusthofaEmail author
  • Salmah
  • Jacob Engwerda
  • Ari Suparwanto
Article
  • 310 Downloads

Abstract

This paper studies the robust optimal control problem for descriptor systems. We applied differential game theory to solve the disturbance attenuation problem. The robust control problem was converted into a reduced ordinary zero-sum game. Within a linear quadratic setting, we solved the problem for finite and infinite planning horizons.

Keywords

Robust optimal control Zero-sum linear quadratic differential game Descriptor systems Open-loop information structure 

Mathematics Subject Classification

49N70 93B35 

Notes

Acknowledgments

The first author is grateful for the support of the Directorate General High Education of Ministry of Education and Culture of Indonesia through a scholarship.

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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • Muhammad Wakhid Musthofa
    • 1
    Email author
  • Salmah
    • 2
  • Jacob Engwerda
    • 3
  • Ari Suparwanto
    • 2
  1. 1.UIN Sunan KalijagaYogyakartaIndonesia
  2. 2.Mathematics DepartmentUniversitas Gadjah MadaYogyakartaIndonesia
  3. 3.Tilburg UniversityTilburgThe Netherlands

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