SIAM Journal on Control and Optimization, Vol.41, No.3, 900-931, 2002
Robust optimal switching control for nonlinear systems
We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of controls. e formulate the problem both in an L-2-gain/dissipative system framework and in a game-theoretic framework. We show that, under appropriate assumptions, a continuous switching-storage function is characterized as a viscosity supersolution of the appropriate system of quasi-variational inequalities (the appropriate generalization of the Hamilton-Jacobi-Bellman Isaacs equation for this context) and that the minimal such switching-storage function is equal to the continuous switching lower-value function for the game. Finally, we show how a prototypical example with one-dimensional state space can be solved by a direct geometric construction.
Keywords:running cost;switching cost;worst-case disturbance attenuation;differential game;state-feedback control;nonanticipating strategy;storage function;lower-value function;system of quasi-variational inequalities;viscosity solution