The inequality version of HJI equation , as mentioned in Equation (A4) in Lemma A1 of Appendix A.5, is −∂𝑉1(𝒙∗(𝑡),𝑡)∂𝑡≤∂𝑉1(𝒙∗,𝑡)∂𝒙∗𝒙∗˙+𝒓𝑲𝑇𝒓𝑲−𝛼2𝛏𝑇𝜉 (26) Remark 6. The derivation for 𝐻∞ ...