Minimax optimal control of linear system with input-dependent uncertainty

作者：Wu Changzhi^*; Teo Kok Lay; Wang Xiangyu

来源：Journal of the Franklin Institute, 2014, 351(5): 2742-2754.

DOI：10.1016/j.jfranklin.2014.01.012

In this paper, the quadratic minimax optimal control of linear system with input-dependent uncertainty is studied. We show that it admits a unique solution and can be approximated by a sequence of finite-dimensional minimax optimal parameter selection problems. These finite-dimensional minimax optimal parameter selection problems are further reduced to scalar optimization problems which also admit unique solutions. Thus, the original minimax optimal control problem is solved via solving a sequence of simple scalar optimization problems. Numerical experiments are presented to illustrate the developed method.

• 出版日期2014-5