This paper presents an optimal stopping time interpretation of an optimization problem that arises in the worst case analysis of systems which "almost" satisfy a dissipation property (such as systems with practical -L2gain or practical integral-input-to-integral-state stability). Using this interpretation, links between the value function for the associated optimization problem and the corresponding optimal stopping time are explored, yielding conditions for finiteness, uniqueness and an explicit formula for the optimal stopping time. Furthermore, the target set corresponding to the stopped trajectory is investigated. Two simple examples are presented.
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This paper was reprinted from Proceedings of the 41st IEEE Conference on Decision and Control La Vegas, Nevada USA, December 2002, v. 4, p. 3982-3987 and may be found at http://dx.doi.org/10.1109/CDC.2002.1184989
Copyright (2002) IEEE
Proceedings of the 41st IEEE Conference on Decision and Control, 4: 3982-3987