Robust Control and Dynamic Games

Pierre Bernhard (1)

1 CRISAM - Inria Sophia Antipolis - Méditerranée

We describe several problems of " robust control " that have a solution using game theoretical tools. This is by no means a general overview of robust control theory beyond that specific purpose, nor a general account of system theory with set-description of uncertaineties.

Mots clés: nonlinear H ∞ control; H ∞ -optimal control; Robust control; robust control appraoach to option pricing

Domaines: Automatique; Sciences de l'ingénieur [physics]; Mathématiques [math]

Pierre Bernhard. Robust Control and Dynamic Games. Handbook of Dynamic Game Theory, pp.1-30, In press. ⟨hal-01658681⟩