Inverse minimax optimality of model predictive control policies

Title: Inverse minimax optimality of model predictive control policies
Creator: Løvaas, Christian; Seron, Maria M.; Goodwin, Graham C.
Relation: Systems and Control Letters Vol. 58, Issue 1, p. 31-38
Publisher Link: http://dx.doi.org/10.1016/j.sysconle.2008.07.005
Publisher: Elsevier
Resource Type: journal article
Date: 2009
Description: We present novel results linking model predictive control (MPC) and minimax optimal control theory. Specifically, we show that, for linear discrete-time systems with constraints and disturbance inputs, the closed-loop optimal solutions of a particular class of minimax optimal control problems are a class of typical MPC policies. We also present conditions which ensure that the inverse optimal MPC policies achieve a prescribed (regional) ℓ₂-gain from the disturbance input.
Subject: predictive control; constrained control; inverse optimality
Identifier: http://hdl.handle.net/1959.13/806631
Identifier: uon:7169
Identifier: ISSN:0167-6911
Language: eng
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