A dynamic programming approach to the approximation of nonlinear L2-gain
Peter M. Dower, Christopher M. Kellett, Christopher M. Kellett · 2008
A generalization of the L2-gain inequality based on nonlinear gains is considered. Using optimization and dynamic programming to characterize lower bounds for the minimal gain function for which this nonlinear L2-gain inequality holds, a technique for computation of nonlinear L2-gain bounds is proposed. Some simple illustrative examples are explored.