Minimax optimal control of linear system with input-dependent uncertainty
| dc.contributor.author | Wu, Changzhi | |
| dc.contributor.author | Teo, Kok Lay | |
| dc.contributor.author | Wang, Xiangyu | |
| dc.date.accessioned | 2017-01-30T11:42:53Z | |
| dc.date.available | 2017-01-30T11:42:53Z | |
| dc.date.created | 2014-05-07T20:00:22Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | Wu, Changzhi and Teo, Kok Lay and Wang, Xiangyu. 2014. Minimax optimal control of linear system with input-dependent uncertainty. Journal of the Franklin Institute. 351 (5): pp. 2742-2753. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/14313 | |
| dc.identifier.doi | 10.1016/j.jfranklin.2014.01.012 | |
| dc.description.abstract |
In this paper, the quadratic minimax optimal control of linear system with input-dependent uncertainty is studied. We show that it admits a unique solution and can be approximated by a sequence of finite-dimensional minimax optimal parameter selection problems. These finite-dimensional minimax optimal parameter selection problems are further reduced to scalar optimization problems which also admit unique solutions. Thus, the original minimax optimal control problem is solved via solving a sequence of simple scalar optimization problems. Numerical experiments are presented to illustrate the developed method. | |
| dc.publisher | Elsevier | |
| dc.title | Minimax optimal control of linear system with input-dependent uncertainty | |
| dc.type | Journal Article | |
| dcterms.source.volume | 351 | |
| dcterms.source.number | 5 | |
| dcterms.source.startPage | 2742 | |
| dcterms.source.endPage | 2753 | |
| dcterms.source.issn | 0016-0032 | |
| dcterms.source.title | Journal of the Franklin Institute | |
| curtin.department | ||
| curtin.accessStatus | Fulltext not available |