On Minimax Optimal Dual Control for Fully Actuated Systems
Rantzer, Anders LU
(2025)
2025 American Control Conference, ACC 2025
In Proceedings of the American Control Conference
p.3993-3997
- Abstract
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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/a92f0285-5999-4ca9-8cec-b91a1298c68a
- author
- Rantzer, Anders
LU
- organization
- publishing date
- 2025
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- 2025 American Control Conference, ACC 2025
- series title
- Proceedings of the American Control Conference
- pages
- 5 pages
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- conference name
- 2025 American Control Conference, ACC 2025
- conference location
- Denver, United States
- conference dates
- 2025-07-08 - 2025-07-10
- external identifiers
-
- scopus:105015687540
- ISSN
- 0743-1619
- ISBN
- 9798331569372
- DOI
- 10.23919/ACC63710.2025.11107708
- language
- English
- LU publication?
- yes
- id
- a92f0285-5999-4ca9-8cec-b91a1298c68a
- date added to LUP
- 2025-11-12 14:31:21
- date last changed
- 2025-11-12 14:32:40
@inproceedings{a92f0285-5999-4ca9-8cec-b91a1298c68a,
abstract = {{<p>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.</p>}},
author = {{Rantzer, Anders}},
booktitle = {{2025 American Control Conference, ACC 2025}},
isbn = {{9798331569372}},
issn = {{0743-1619}},
language = {{eng}},
pages = {{3993--3997}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{Proceedings of the American Control Conference}},
title = {{On Minimax Optimal Dual Control for Fully Actuated Systems}},
url = {{http://dx.doi.org/10.23919/ACC63710.2025.11107708}},
doi = {{10.23919/ACC63710.2025.11107708}},
year = {{2025}},
}