ABSTRACT
In this chapter the design of optimal controllers for the discrete-time linear quadratic zero-sum games that appear in the H∞ optimal control problem is addressed. The method used to obtain the optimal controller is the approximate dynamic programming (ADP) technique. In this chapter two methods
of Complex
are presented to obtain the optimal controller, and both yield online algorithms. We present a technique for online implementation as well as, for the first time, conversion proofs of ADP methods for H∞ discrete-time control.
