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Contact: Hendra.Nurdin@anu.edu.au SYSTEMS AND CONTROL SERIES
Game Theoretic Approaches for H-Infinity ProblemsYantao (Alex) Feng (University of New South Wales at ADFA)DATE: 2009-08-28 TIME: 11:00:00 - 12:00:00 LOCATION: RSISE Seminar Room, ground floor, building 115, cnr. North and Daley Roads, ANU ABSTRACT: Linear H-Infinity problems require the solution of Riccati equations with an indefinite quadratic term, which for some systems can be computationally challenging. For H2 Riccati equations, numerical problems can often be overcome using the Kleinman iteration, involving a sequence of Lyapunov equations. While this is not directly possible for Riccati equations with an indefinite quadratic term, an iteration involving a sequence of H2 equations is possible which allows a double iteration involving Lyapunov equations. These ideas are given a game theory interpretation, which then suggests an extension of the results that will also be exposed in the talk; the extension indicates how a Hamilton-Jacobi-Bellman-Isaacs equation for a class of nonlinear game theory problems can be solved by iterating of Hamilton-Jacobi-Bellman equations, each of which in turn can be solved by iteration using linear partial differential equations.
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