Advertisement
Published in:
2008 | OriginalPaper | Chapter
Appendix A: Conjugate Points and Existence of Value
Authors : Tamer Başar, Pierre Bernhard
Published in: H∞-Optimal Control and Related Minimax Design Problems
Publisher: Birkhäuser Boston
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
We provide in the first part of this appendix a self-contained introduction to
conjugate points
as they arise in dynamic linear-quadratic optimization, and in particular in the context of finite-horizon linear-quadratic differential games. In the second part we present the counterpart of these results in the infinite horizon, where also the issue of
stability
becomes important. The material included in this appendix is used extensively in Chapter 4, in the proof of some key results in the solution of the continuous-time disturbance attenuation problem, and also partly in Chapters 5, 7, and 8.