Characterization of the solution to a constrained H-infinity optimal control problem
Mayne D. Q. and Rakovic S. V. and Vinter R. B. and Kerrigan E. C.
Automatica, Volume 42, Number 3, Pages 371-382, March 2006Abstract
This paper obtains an explicit solution to a finite horizon min-max
optimal control problem where the system is linear and discrete-time
with control and state constraints, and the cost quadratic; the
disturbance is negatively costed, as in the standard H-infinity
problem, and is constrained. The cost is minimized over control
policies and maximized over disturbance sequences so that the
solution yields a feedback control. It is shown that, under certain
conditions, the value function is piecewise quadratic and the
optimal control policy piecewise affine, being quadratic and affine,
respectively, in polyhedra that partition the domain of the value
function.
Pre-Prints
[PDF]
BibTex Entry
- @Article{mayne:rakovic:vinter:kerrigan:2006,
- author = {Mayne D. Q. and Rakovic S. V. and Vinter R. B. and Kerrigan E. C.},
- journal = {Automatica},
- title = {Characterization of the solution to a constrained H-infinity optimal control problem},
- year = {2006},
- bibkey = {mayne:rakovic:vinter:kerrigan:2006},
- month = {March},
- number = {3},
- pages = {371-382},
- volume = {42}
- }
|
![[Dept of Engineering]](http://www.eng.cam.ac.uk/images/house_style/engban-s.gif)
