Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems

Muhammad Wakhid Musthofa (), Salmah, Jacob Engwerda and Ari Suparwanto
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Muhammad Wakhid Musthofa: UIN Sunan Kalijaga
Salmah: Universitas Gadjah Mada
Ari Suparwanto: Universitas Gadjah Mada

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 3, No 18, 1046-1064

Abstract: 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.

Keywords: Robust optimal control; Zero-sum linear quadratic differential game; Descriptor systems; Open-loop information structure; 49N70; 93B35 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10957-015-0750-8

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