2025/02/03 by Alba Gurpegui, Gurpegui, Alba, Emma Tegling +3 · 1 citation
Engineering · #Advanced Control Systems Optimization #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2502.01180
openalex publication_date 2025/02/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.