Active set solver for min-max robust control with state and input constraints

This paper proposes an online active set strategy for computing the dynamic programming solution to a min-max robust optimal control problem with quadratic H1 stage cost for linear systems with linear state and input constraints in the presence of bounded disturbances. The solver determines the opti...

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Bibliographic Details
Main Authors: Buerger, J, Cannon, M, Kouvaritakis, B
Format: Journal article
Published: Wiley 2016

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