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

Musthofa, Muhammad Wakhid (2016) Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems. Journal of Optimization Theory and Applications, V. 168 (No. 3). pp. 1046-1064. ISSN 0022-3239

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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

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