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Robust optimal control design using a differential game approach for open-loop linear quadratic descriptor systems

Musthofa,M.W.
; 
Salmah,S.
; 
Engwerda,Jacob
; 
Suparwanto,A.
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.
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Date
2016-03
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Tilburg University Research Output Collection
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Keywords
Robust optimal control, Zero-sum linear quadratic differential game, Descriptor systems, Open-loop information structure
Citation
Musthofa, M W, Salmah, S, Engwerda, J & Suparwanto, A 2016, 'Robust optimal control design using a differential game approach for open-loop linear quadratic descriptor systems', Journal of Optimization Theory and Applications, vol. 168, no. 3, pp. 1046-1064. https://doi.org/10.1007/s10957-015-0750-8
URI
https://hdl.handle.net/20.500.14602/64611
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