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SIAM Journal on Control and Optimization, Vol.34, No.3, 1071-1097, 1996
H-Infinity Control of Nonlinear-Systems - Differential-Games and Viscosity Solutions
Dealing with disturbances is one of the most important questions for controlled systems. H-infinity optimal control theory is a deterministic way to tackle the problem in the presence of unfavorable disturbances. The theory of differential games and the study of the associated Hamilton-Jacobi-Isaacs equation appear to be basic tools of the theory. We consider a general, nonlinear system and prove that the existence of a continuous, local viscosity supersolution of the Isaacs equation corresponding to the H-infinity control problem is sufficient for its solvability. We also show that the existence of a lower semicontinuous viscosity supersolution is necessary.