arXiv · 2406.15682
Background results for robust minmax control of linear dynamical systems
Abstract
The purpose of this note is to summarize the arguments required to derive the results appearing in robust minmax control of linear dynamical systems using a quadratic stage cost. The main result required in robust minmax control is Proposition 20.a. Moreover, the solution to the trust-region problem given in Proposition 15 and Lemma 16 may be of more general interest. This note has been revised twice. The second version corrected the optimal u and w formulas and combined several results; this third version corrects two typos in the state- ment of Proposition 20.a and adds Lemma 19 and Proposition 21. Theorem numbering is stable across all three versions. The appendix lists the changes in detail. The authors acknowledge Claude (Anthropic), which reviewed the second version line by line, checked the matrix identities numerically, and drafted the corrections listed in the appendix.
Explore related subjects
Keep this discovery
James B. Rawlings, Davide Mannini, Steven J. Kuntz. 2024-06-21. Background results for robust minmax control of linear dynamical systems. https://arxiv.org/abs/2406.15682
Cite the original work for its findings. Save a collection to share your selection of sources.