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Universal Near-Optimal Feedbacks

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Abstract

For a general fixed-duration optimal control problem, the proximal aiming technique of nonsmooth analysis is employed in order to construct a discontinuous feedback law, whose Euler solutions are all optimal to within a prescribed tolerance, universally for all initial data in a prescribed bounded set. The technique is adapted in order to construct universal near-saddle points for two-player fixed-duration differential games of the Krasovskii–Subbotin type.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, McGill University, Montreal, Québec, Canada

    S. Nobakhtian (Professor)

  2. Department of Mathematics and Statistics, Concordia University, Montreal, Québec, Canada

    R. J. Stern (Professor)

Authors
  1. S. Nobakhtian
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  2. R. J. Stern
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Nobakhtian, S., Stern, R.J. Universal Near-Optimal Feedbacks. Journal of Optimization Theory and Applications 107, 89–122 (2000). https://doi.org/10.1023/A:1004608800846

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