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A Minimax Optimal Controller for Positive Systems

Gurpegui Ramón, Alba LU ; Tegling, Emma LU and Rantzer, Anders LU orcid (2024)
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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author
; and
organization
publishing date
type
Contribution to conference
publication status
in press
subject
keywords
Minimax; Optimal control; Positive systems; Large scale systems; Robust Control.
project
WASP NEST: Learning in Networks: Structure, Dynamics, and Control
language
English
LU publication?
yes
id
388a2fb9-8080-4337-bfc1-ad8784a243ed
alternative location
https://arxiv.org/abs/2502.01180
date added to LUP
2025-03-31 13:37:02
date last changed
2025-04-09 10:22:18
@misc{388a2fb9-8080-4337-bfc1-ad8784a243ed,
  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.}},
  author       = {{Gurpegui Ramón, Alba and Tegling, Emma and Rantzer, Anders}},
  keywords     = {{Minimax; Optimal control; Positive systems; Large scale systems; Robust Control.}},
  language     = {{eng}},
  month        = {{05}},
  title        = {{A Minimax Optimal Controller for Positive Systems}},
  url          = {{https://arxiv.org/abs/2502.01180}},
  year         = {{2024}},
}