Sylvain Rigal

Titre: "A Set Evolution Approach to the Control of Uncertain Systems with Discrete-Time Measurement."


Résumé : 
We investigate here a continuous time minimization problem in the
presence of disturbances in the dynamics. The only information available to
the controller is an incomplete observation of the state space at times
given in advance. Also, the initial state is not supposed to be perfectly
known. The corresponding control problem can be understood as a dynamic
game of Min-Max type where the controller wants to minimize the cost - by
choosing a strategy depending on a discrete-time incomplete measurement -
against the worst case of disturbance and initial state. Our main goal is
to pass from imperfect information in the measurement space to perfect
information in the estimation space, hence we introduce a second problem
based on estimation sets on the state. We prove that the value functions of
both problems are equal. Finally, we provide a characterization of the
value function through a system of Hamilton-Jacobi equations and
inequalities in terms of Dini derivatives.