Filippov's selection theorem and the existence of solutions for optimal control problems in time scales

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On the properness of an impulsive control extension of dynamic optimization problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

NASH game and mixed H2/H∞ control

In this work a Nonzero-Sum NASH game related to the H2 and H∞ control problems is formulated in the context of convex optimization theory. The variables of the game are limiting bounds for the H2 and H∞ norms, and the final controller is obtained as an equilibrium solution, which minimizes the `sensitivity of each norm' with respect to the other. The state feedback problem is considered and illustrated by numerical examples.