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

Published online by Cambridge University Press:  30 October 2009

Fabio Bagagiolo  and
Dario Bauso
Fabio Bagagiolo
Affiliation:
Dipartimento di Matematica, Università di Trento, Via Sommarive 14, 38050 Povo-Trento, Italy. bagagiol@science.unitn.it
Dario Bauso
Affiliation:
DINFO, Università di Palermo, 90128 Palermo, Italy. dario.bauso@unipa.it
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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.

Keywords

Optimal controlviscosity solutionsdifferential gamesswitchingflow controlnetworks
Type
Research Article
Information
ESAIM: Control, Optimisation and Calculus of Variations , Volume 17 , Issue 1 , January 2011 , pp. 155 - 177
Copyright
© EDP Sciences, SMAI, 2009

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