Optimal control computation for nonlinear systems with state-dependent stopping criteria

Robust optimal stopping-time control for nonlinear systems

We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the HamiltonJacobi-Bellman-Isaacs equation for this setting). We show that the stop...

Optimal Control of Nonlinear Multivariable Systems

This paper concerns a study on the optimal control for nonlinear systems. An appropriate alternative in order to alleviate the nonlinearity of a system is the exact linearization approach. In this fashion, the nonlinear system has been linearized using input-output feedback linearization (IOFL). Then, by utilizing the well developed optimal control theory of linear systems, the compensated ...

Robust and Resilient State Dependent Control of Discrete-Time Nonlinear Systems with General Performance Criteria

A novel state dependent control approach for discrete-time nonlinear systems with general performance criteria is presented. This controller is robust for unstructured model uncertainties, resilient against bounded feedback control gain perturbations in achieving optimality for general performance criteria to secure quadratic optimality with inherent asymptotic stability property together with ...

On Optimal Stationary Control of Systems with State Dependent Noise

where f(t,x,y) is bounded for bounded x andy and all t>0 , and the following conditions on a Lyapunov function V(x,y). 1) V(x,y) is positive definite and has continuous first partial derivatives. 2) V(X,Y)+WasIIxIZ+IIYll 3) V(X,Y) W(x)+h,( where i) W(x) is continuous and positive definite. ii) q(,y) is continuous. iii) jFlhi()ldt<co, i = 1,2. Theorem [Z]: If for the system (3) there exists a fu...

Optimal Control for Nonlinear Systems