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.
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.
Original language | English |
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Pages (from-to) | 1046-1064 |
Journal | Journal of Optimization Theory and Applications |
Volume | 168 |
Issue number | 3 |
Early online date | 15 May 2015 |
DOIs | |
Publication status | Published - Mar 2016 |
Keywords
- Robust optimal control
- Zero-sum linear quadratic differential game
- Descriptor systems
- Open-loop information structure