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Infinite-horizon minimax control with pointwise cost functional

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Abstract

This paper is devoted to the discussion of a minimax optimal control problem over an infinite-time horizon, where the functional to be minimized is the highest instantaneous cost that may occur under the worst combination of disturbances. The problem is formulated for a general stationary discrete-time dynamic system, and a dynamic programming algorithm is proposed for its solution. The relationship existing between the cost functional associated to a control law and the reachability properties of the resulting controlled system is discussed.

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Authors and Affiliations

  1. Dipartimento di Elettronica e Informazione, Politecnico di Milano, Milano, Italy

    C. Piccardi (Researcher)

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  1. C. Piccardi
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Communicated by L. D. Berkovitz

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Piccardi, C. Infinite-horizon minimax control with pointwise cost functional. J Optim Theory Appl 78, 317–336 (1993). https://doi.org/10.1007/BF00939673

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