Nonseparable Dynamic Programming in Discrete Time Systems

Author(s):  
Duan Li ◽  
Yacov Y. Haimes
2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Hongxia Wang ◽  
Huanshui Zhang ◽  
Lihua Xie

This paper considers theH∞preview control problem for discrete-time systems. It investigates the problem via game theory and dynamic programming. Different from the existing results, on one hand, the proposed approach is suitable for dealing with the corresponding multiple preview channels problem; on the other hand, the approach provides a possibility in explaining how the preview controller improves theH∞performance and why the performance will be saturated.


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