Search results for " viscosity solutions"

showing 2 items of 2 documents

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

2009

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. © 2009 EDP Sciences, SMAI.

Flow control (data)Mathematical optimizationControl and OptimizationControl (management)State (functional analysis)Optimal control viscosity solutions differential games switching flow control networksOptimal controlComputational MathematicsControl and Systems EngineeringControl theoryViscosity (programming)Bounded functionDifferential gameMathematicsLinear control
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Robust optimality of linear saturated control in uncertain linear network flows

2008

We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.

Inventory controlMathematical optimizationControl theoryViscosity (programming)Bounded functionLinear systemOptimal control Robust optimization Inventory control Viscosity solutionsTrajectoryRobust optimizationSettore MAT/09 - Ricerca OperativaRobust controlOptimal controlMathematics2008 47th IEEE Conference on Decision and Control
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