On Minimax Optimal Dual Control for Fully Actuated Systems
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866914173604069376 |
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| author | Rantzer, Anders |
| author_facet | Rantzer, Anders |
| contents | A multi-variable adaptive controller is derived as the explicit solution to a minimax dynamic game. The minimizing player selects the control action as a function of past state measurements and inputs. The maximizing player selects disturbances and model parameters for the underlying linear time-invariant dynamics. This leads to a Bellman equation that can be solved explicitly for the case with unitary B-matrix known up to a sign and no input penalty. The minimizing policy is a dual controller that optimizes the tradeoff between exploration and exploitation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_22753 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On Minimax Optimal Dual Control for Fully Actuated Systems Rantzer, Anders Optimization and Control A multi-variable adaptive controller is derived as the explicit solution to a minimax dynamic game. The minimizing player selects the control action as a function of past state measurements and inputs. The maximizing player selects disturbances and model parameters for the underlying linear time-invariant dynamics. This leads to a Bellman equation that can be solved explicitly for the case with unitary B-matrix known up to a sign and no input penalty. The minimizing policy is a dual controller that optimizes the tradeoff between exploration and exploitation. |
| title | On Minimax Optimal Dual Control for Fully Actuated Systems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2511.22753 |