Volume 17, Number 1, January-March 2011
|Page(s)||155 - 177|
|Published online||30 October 2009|
Objective function design for robust optimality of linear control under state-constraints and uncertainty
Dipartimento di Matematica, Università di Trento, Via Sommarive 14, 38050 Povo-Trento, Italy. firstname.lastname@example.org
2 DINFO, Università di Palermo, 90128 Palermo, Italy. email@example.com
Revised: 27 July 2009
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Mathematics Subject Classification: 49L25 / 49N90 / 90C35
Key words: Optimal control / viscosity solutions / differential games / switching / flow control / networks
© EDP Sciences, SMAI, 2009
Initial download of the metrics may take a while.