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

Published online by Cambridge University Press:  30 October 2009

Fabio Bagagiolo
Affiliation:
Dipartimento di Matematica, Università di Trento, Via Sommarive 14, 38050 Povo-Trento, Italy. [email protected]
Dario Bauso
Affiliation:
DINFO, Università di Palermo, 90128 Palermo, Italy. [email protected]
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Abstract

We consider a model for the control of a linear network flow system with unknown but bounded demandand polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective functionthat 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.

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2009

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