A Minimax Optimal Controller for Positive Systems

Abstract

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.

Presented at the 26th International Symposium on Mathematical Theory of Networks and Systems (Cambridge, UK)