Robust Optimal Control of Continuous Linear Quadratic System Subject to Disturbances
In this chapter, the robust optimal control of linear quadratic system is considered. This problem is first formulated as a minimax optimal control problem. We prove that it admits a solution. Based on this result, we show that this infinite-dimensional minimax optimal control problem can be approxi...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Book Chapter |
| Published: |
Springer
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/38496 |