Robust optimal stopping-time control for nonlinear systems

DOI10.1007/S00245-002-0733-7zbMath1042.49030OpenAlexW2055039755MaRDI QIDQ1861157

Martin V. Day, Jerawan Chudoung, Joseph A. Ball

Publication date: 13 March 2003

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-002-0733-7

zbMATH Keywords

variational inequalityviscosity solutiondifferential gamevalue functionHamilton-Jacobi-Bellman-Isaacs equationstate-feedback controlstorage functionworst-case disturbance attenuationnonanticipating strategystopping-time rule

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Feedback control (93B52) (H^infty)-control (93B36) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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