Constrained /spl Hscr//sub /spl infin// optimal control over an infinite horizon

It has been recently shown by the authors (1992, 1994) that time domain constraints can be incorporated explicitly into H/sub /spl infin// optimal control problems over a finite horizon. In this paper, we construct a sequence of such finite horizon constrained H/sub /spl infin// optimization problems and show that their solutions converge to the solution of the infinite horizon H/sub /spl infin// optimization. We prove that convergence is uniform in the H/sub /spl infin// norm and that the optimal solution to the infinite horizon problem is unique.