Dynamic programming based feedback control for systems with switching costs

This paper is concerned with the synthesis of optimal feedback controllers for nonlinear continuous-time systems with switching costs. The design approach is based on dynamic programming techniques. Robustness with respect to model uncertainty and bounded disturbances is encompassed by considering an adversarial input. The problem is solved in the framework of zero-sum differential games. Controller specifications include state and input constraints. A numerical algorithm for the synthesis of the controller is described.