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...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/14313 |
| _version_ | 1848748590506180608 |
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| author | Wu, Changzhi Teo, Kok Lay Wang, Xiangyu |
| author_facet | Wu, Changzhi Teo, Kok Lay Wang, Xiangyu |
| author_sort | Wu, Changzhi |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T07:07:28Z |
| format | Journal Article |
| id | curtin-20.500.11937-14313 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:07:28Z |
| publishDate | 2014 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-143132017-09-13T14:06:28Z Minimax optimal control of linear system with input-dependent uncertainty Wu, Changzhi Teo, Kok Lay Wang, Xiangyu 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. 2014 Journal Article http://hdl.handle.net/20.500.11937/14313 10.1016/j.jfranklin.2014.01.012 Elsevier restricted |
| spellingShingle | Wu, Changzhi Teo, Kok Lay Wang, Xiangyu Minimax optimal control of linear system with input-dependent uncertainty |
| title | Minimax optimal control of linear system with input-dependent uncertainty |
| title_full | Minimax optimal control of linear system with input-dependent uncertainty |
| title_fullStr | Minimax optimal control of linear system with input-dependent uncertainty |
| title_full_unstemmed | Minimax optimal control of linear system with input-dependent uncertainty |
| title_short | Minimax optimal control of linear system with input-dependent uncertainty |
| title_sort | minimax optimal control of linear system with input-dependent uncertainty |
| url | http://hdl.handle.net/20.500.11937/14313 |