Robust game theoretic synthesis in the presence of uncertain initial states and system parameters

A game theoretic approach to control synthesis is established which guarantees that a saddle point inequality exists over the given regions of uncertain parameter and initial condition sets if a non-negative solution to the algebraic Riccati equation (ARE) exists for all p ∈ E. This condition is difficult to check and conditions which guarantee this condition are to be determined. The value of the saddle point cost criterion v(p*(K *), K*) indicates the quality of performance robustness. The lower the saddle point value the better is the guaranteed performance