Partially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear HControl

dc.contributor.authorJames, Matthew R.en_US
dc.contributor.authorBaras, John S.en_US
dc.description.abstractThis paper presents new results for partially observed nonlinear differential games, which are applied to the nonlinear output feedback Hrobust control problem. Using the concept of information state, we solve these problems in terms of an infinite dimensional partial differential equation, viz., the Hamilton-Jacobi-Isaacs equation for partial observed differential games. We give definitions of smooth and viscosity solutions, and prove that the value function is a viscosity solution of the HJI equation. We prove a verification theorem, which implies that the optimal controls are separated in that they depend on the observations through the information state. This constitutes a separation principle for partially observed differential games. We also present some new results concerning the certainty equivalence principle.en_US
dc.format.extent1172333 bytes
dc.relation.ispartofseriesISR; TR 1994-49en_US
dc.subjectnonlinear systemsen_US
dc.subjectoptimal controlen_US
dc.subjectrobust controlen_US
dc.subjectpartially observed differential gamesen_US
dc.subjectnonlinear Hrobust controlen_US
dc.subjectinfinite dimensional partial differential equationsen_US
dc.subjectviscosity solutionsen_US
dc.subjectSystems Integrationen_US
dc.titlePartially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear HControlen_US
dc.typeTechnical Reporten_US


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