Policy Optimization of Mixed H2/H-infinity Control: Benign Nonconvexity and Global Optimality

Chih-Fan Pai, Yuto Watanabe, Yujie Tang +1

Mixed H2/H-infinity control balances performance and robustness by minimizing an H2 cost bound subject to an H-infinity constraint. However, classical Riccati/LMI solutions offer l…