Minimax optimal control of linear system with input-dependent uncertainty

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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...

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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

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