Min-max optimal control of linear systems with uncertainty and terminal state constraints
In this paper, a class of min–max optimal control problems with continuous dynamical systems and quadratic terminal constraints is studied. The main contribution is that the original terminal state constraint in which the disturbance is involved is transformed into an equivalent linear matrix inequa...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Pergamon
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/22870 |
| _version_ | 1848750993471176704 |
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| author | Wu, C. Teo, Kok Lay Wu, S. |
| author_facet | Wu, C. Teo, Kok Lay Wu, S. |
| author_sort | Wu, C. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, a class of min–max optimal control problems with continuous dynamical systems and quadratic terminal constraints is studied. The main contribution is that the original terminal state constraint in which the disturbance is involved is transformed into an equivalent linear matrix inequality without disturbance under certain conditions. Then, the original min–max optimal control problem is solved via solving a sequence of semi-definite programming problems. An example is presented to illustrate the proposed method. |
| first_indexed | 2025-11-14T07:45:39Z |
| format | Journal Article |
| id | curtin-20.500.11937-22870 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:45:39Z |
| publishDate | 2013 |
| publisher | Pergamon |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-228702017-09-13T15:33:38Z Min-max optimal control of linear systems with uncertainty and terminal state constraints Wu, C. Teo, Kok Lay Wu, S. semi-definite programming min-max optimal control terminal state constraints In this paper, a class of min–max optimal control problems with continuous dynamical systems and quadratic terminal constraints is studied. The main contribution is that the original terminal state constraint in which the disturbance is involved is transformed into an equivalent linear matrix inequality without disturbance under certain conditions. Then, the original min–max optimal control problem is solved via solving a sequence of semi-definite programming problems. An example is presented to illustrate the proposed method. 2013 Journal Article http://hdl.handle.net/20.500.11937/22870 10.1016/j.automatica.2013.02.052 Pergamon restricted |
| spellingShingle | semi-definite programming min-max optimal control terminal state constraints Wu, C. Teo, Kok Lay Wu, S. Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title | Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title_full | Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title_fullStr | Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title_full_unstemmed | Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title_short | Min-max optimal control of linear systems with uncertainty and terminal state constraints |
| title_sort | min-max optimal control of linear systems with uncertainty and terminal state constraints |
| topic | semi-definite programming min-max optimal control terminal state constraints |
| url | http://hdl.handle.net/20.500.11937/22870 |