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Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems

Author

Listed:
  • Muhammad Wakhid Musthofa

    (UIN Sunan Kalijaga)

  • Salmah

    (Universitas Gadjah Mada)

  • Jacob Engwerda

    (Tilburg University)

  • Ari Suparwanto

    (Universitas Gadjah Mada)

Abstract

This paper studies the robust optimal control problem for descriptor systems. We applied differential game theory to solve the disturbance attenuation problem. The robust control problem was converted into a reduced ordinary zero-sum game. Within a linear quadratic setting, we solved the problem for finite and infinite planning horizons.

Suggested Citation

  • Muhammad Wakhid Musthofa & Salmah & Jacob Engwerda & Ari Suparwanto, 2016. "Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 1046-1064, March.
    • Handle: RePEc:spr:joptap:v:168:y:2016:i:3:d:10.1007_s10957-015-0750-8
    DOI: 10.1007/s10957-015-0750-8
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    References listed on IDEAS

    as
    1. Engwerda, J.C. & Salmah, Y. & Wijayanti, I.E., 2009. "The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems," Other publications TiSEM fb9d053c-a681-4b7e-9fdc-8, Tilburg University, School of Economics and Management.
    2. W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003. "Robust Equilibria in Indefinite Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.
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