On the solution of a Hamilton-Jacobi type equation in nonlinear discrete-time H/sub /spl infin//-control

The subject of this paper is to show that there exists a smooth solution to the Hamilton-Jacobi type equation arising in nonlinear discrete-time H/sub /spl infin//-control provided that a solution to the Riccati equation associated to the linear approximated problem is available. An approximated solution of the Hamilton-Jacobi type equation can be then iteratively computed making use of algebraic expansions.<>