Objective function design for robust optimality of linear control under state-constraints and uncertainty

Fabio Bagagiolo; Dario Bauso

ESAIM: Control, Optimisation and Calculus of Variations (2011)

  • Volume: 17, Issue: 1, page 155-177
  • ISSN: 1292-8119

Abstract

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We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.

How to cite

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Bagagiolo, Fabio, and Bauso, Dario. "Objective function design for robust optimality of linear control under state-constraints and uncertainty." ESAIM: Control, Optimisation and Calculus of Variations 17.1 (2011): 155-177. <http://eudml.org/doc/276336>.

@article{Bagagiolo2011,
abstract = { We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations. },
author = {Bagagiolo, Fabio, Bauso, Dario},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Optimal control; viscosity solutions; differential games; switching; flow control; networks; optimal control},
language = {eng},
month = {2},
number = {1},
pages = {155-177},
publisher = {EDP Sciences},
title = {Objective function design for robust optimality of linear control under state-constraints and uncertainty},
url = {http://eudml.org/doc/276336},
volume = {17},
year = {2011},
}

TY - JOUR
AU - Bagagiolo, Fabio
AU - Bauso, Dario
TI - Objective function design for robust optimality of linear control under state-constraints and uncertainty
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2011/2//
PB - EDP Sciences
VL - 17
IS - 1
SP - 155
EP - 177
AB - We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
LA - eng
KW - Optimal control; viscosity solutions; differential games; switching; flow control; networks; optimal control
UR - http://eudml.org/doc/276336
ER -

References

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