1995 (Reprint of the 1995 Edition, originally published by Birkhäuser Boston in 2008) | Tamer Başar, Pierre Bernhard
Many original research and survey monographs in pure and applied mathematics published by Birkhäuser in recent decades have been groundbreaking and are now regarded as foundational. Through the MBC Series, a selection of these modern classics, uncorrected, are being re-released in paperback and as eBooks to ensure they remain accessible to new generations of students, scholars, and researchers.
"H∞-Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach" is the second edition of a book originally published in 1995. It presents a comprehensive theory of H∞-optimal control, covering both continuous-time and discrete-time systems, finite and infinite horizons, and various measurement schemes. The book discusses the relationship between H∞-optimal control and LQ zero-sum dynamic games, and explores extensions to nonlinear systems and nonquadratic performance indices. It also addresses robustness to regular and singular perturbations, and connects H∞-optimal control with risk-sensitive stochastic control problems and stochastic differential games.
The book is written for graduate students and researchers in control theory, with a basic knowledge of linear control theory. It provides a detailed treatment of H∞-optimal control, including the development of controllers for systems with unknown disturbances and plant uncertainties. The authors present a complete theory that encompasses both continuous-time and discrete-time systems, and discuss the existence of value and characterization of optimal policies in infinite-horizon LQ differential games. The book also includes a detailed description of the relationship between frequency- and time-domain approaches to robust controller design.
The second edition includes new material on nonlinear theory, connections between H∞-optimal control and risk-sensitive stochastic control, H∞ filtering for linear and nonlinear systems, and robustness considerations in the presence of regular and singular perturbations. The authors have also included a complete set of results on the existence of value and characterization of optimal policies in infinite-horizon LQ differential games, as well as results for finite-horizon LQ differential games. The book is written in a way that allows readers to follow the theory for continuous- and discrete-time systems independently.Many original research and survey monographs in pure and applied mathematics published by Birkhäuser in recent decades have been groundbreaking and are now regarded as foundational. Through the MBC Series, a selection of these modern classics, uncorrected, are being re-released in paperback and as eBooks to ensure they remain accessible to new generations of students, scholars, and researchers.
"H∞-Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach" is the second edition of a book originally published in 1995. It presents a comprehensive theory of H∞-optimal control, covering both continuous-time and discrete-time systems, finite and infinite horizons, and various measurement schemes. The book discusses the relationship between H∞-optimal control and LQ zero-sum dynamic games, and explores extensions to nonlinear systems and nonquadratic performance indices. It also addresses robustness to regular and singular perturbations, and connects H∞-optimal control with risk-sensitive stochastic control problems and stochastic differential games.
The book is written for graduate students and researchers in control theory, with a basic knowledge of linear control theory. It provides a detailed treatment of H∞-optimal control, including the development of controllers for systems with unknown disturbances and plant uncertainties. The authors present a complete theory that encompasses both continuous-time and discrete-time systems, and discuss the existence of value and characterization of optimal policies in infinite-horizon LQ differential games. The book also includes a detailed description of the relationship between frequency- and time-domain approaches to robust controller design.
The second edition includes new material on nonlinear theory, connections between H∞-optimal control and risk-sensitive stochastic control, H∞ filtering for linear and nonlinear systems, and robustness considerations in the presence of regular and singular perturbations. The authors have also included a complete set of results on the existence of value and characterization of optimal policies in infinite-horizon LQ differential games, as well as results for finite-horizon LQ differential games. The book is written in a way that allows readers to follow the theory for continuous- and discrete-time systems independently.