Interconnections between continuous and discrete games with applications to H^∞

This study establishes some interesting interconnections between continuous- and discrete-time H^∞ problems. The approach highlights the similarities and differences and reveals that the discrete-time problem has a significantly richer structure. Also, all continuous-time results given here can be obtained from the (more complex) discrete-time results by letting Δ=0. This fact is a consequence of the formulation of the discrete case using the unified approach to the H^∞ disturbance rejection problem, set up in the framework of linear quadratic game theory