Objective function design for robust optimality of linear control under state-constraints and uncertainty
ESAIM: Control, Optimisation and Calculus of Variations, Volume 17 (2011) no. 1, p. 155-177

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.

DOI : https://doi.org/10.1051/cocv/2009040
Classification:  49L25,  49N90,  90C35
Keywords: optimal control, viscosity solutions, differential games, switching, flow control, networks
@article{COCV_2011__17_1_155_0,
author = {Bagagiolo, Fabio and Bauso, Dario},
title = {Objective function design for robust optimality of linear control under state-constraints and uncertainty},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
publisher = {EDP-Sciences},
volume = {17},
number = {1},
year = {2011},
pages = {155-177},
doi = {10.1051/cocv/2009040},
zbl = {1210.49027},
mrnumber = {2775191},
language = {en},
url = {http://www.numdam.org/item/COCV_2011__17_1_155_0}
}

Bagagiolo, Fabio; Bauso, Dario. Objective function design for robust optimality of linear control under state-constraints and uncertainty. ESAIM: Control, Optimisation and Calculus of Variations, Volume 17 (2011) no. 1, pp. 155-177. doi : 10.1051/cocv/2009040. http://www.numdam.org/item/COCV_2011__17_1_155_0/

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