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arXiv · 2502.01180

A Minimax Optimal Controller for Positive Systems

Alba Gurpegui·Emma Tegling·Anders Rantzer
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Abstract

We present an explicit solution to the discrete-time Bellman equation for minimax optimal control of positive systems under unconstrained disturbances. The primary contribution of our result relies on deducing a bound for the disturbance penalty, which characterizes the existence of a finite solution to the problem class. Moreover, this constraint on the disturbance penalty reveals that, in scenarios where a solution is feasible, the problem converges to its equivalent minimization problem in the absence of disturbances.

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Alba Gurpegui, Emma Tegling, Anders Rantzer. 2025-02-03. A Minimax Optimal Controller for Positive Systems. https://arxiv.org/abs/2502.01180

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