Geodesic
Objective function design for robust optimality of linear control under state-constraints and uncertainty
ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 1, pp. 155-177

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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.

DOI : 10.1051/cocv/2009040
Classification : 49L25, 49N90, 90C35
Keywords: optimal control, viscosity solutions, differential games, switching, flow control, networks 
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     title = {Objective function design for robust optimality of linear control under state-constraints and uncertainty},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {155--177},
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Bagagiolo, Fabio; Bauso, Dario. Objective function design for robust optimality of linear control under state-constraints and uncertainty. ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 1, pp. 155-177. doi: 10.1051/cocv/2009040

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