Applied Mathematics and Optimization, Vol.39, No.1, 17-32, 1999
Equivalence between nonlinear H-infinity control problems and existence of viscosity solutions of Hamilton-Jacobi-Isaacs equations
In this paper we extend to completely general nonlinear systems the result stating that the H-infinity suboptimal control problem is solved if and only if the corresponding Hamilton-Jacobi-lsaacs (HJI) equation has a nonnegative (super)solution. This is well known for linear systems, using the Riccati equation instead of the HJI equation. We do this using the theory of differential games and viscosity solutions.
Keywords:SYSTEMS