Minimax optimal control of linear system with input-dependent uncertainty

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 optim...

Full description

Bibliographic Details
Main Authors: Wu, Changzhi, Teo, Kok Lay, Wang, Xiangyu
Format: Journal Article
Published: Elsevier 2014
Online Access:http://hdl.handle.net/20.500.11937/14313