A Minimax Optimal Controller for Positive Systems

Fuente: arXiv
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Autores principales: Gurpegui, Alba, Tegling, Emma, Rantzer, Anders
Formato: Preprint
Publicado: 2025
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author Gurpegui, Alba
Tegling, Emma
Rantzer, Anders
author_facet Gurpegui, Alba
Tegling, Emma
Rantzer, Anders
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2502_01180
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Minimax Optimal Controller for Positive Systems
Gurpegui, Alba
Tegling, Emma
Rantzer, Anders
Optimization and Control
Systems and Control
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.
title A Minimax Optimal Controller for Positive Systems
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2502.01180