10 papers
L1 Optimal Control of Continuous-Time Stochastic Positive Systems
Alba Gurpegui, Takashi Tanaka, Anders Rantzer
We present an L1-optimal control problem class with linear nonnegative costs subject to multiplicative Itô diffusion processes with elementwise linear input constraints. Forward i…
Model Predictive Control for Constrained Linear Positive Systems on Graphs
Roland Schurig, David Ohlin, Anders Rantzer +2
Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelle…
Minimax optimal dual control -- The single input case
Anders Rantzer
An explicit solution is derived for the Bellman inequality corresponding to minimax optimal dual control. The minimizing player determines control action as a function of past stat…
On Integral Linear Constraints on Convex Cones
Emil Vladu, Alexandre Megretski, Anders Rantzer
In this paper, we consider integral linear constraints and the dissipation inequality with linear supply rates for certain sets of trajectories confined pointwise in time to a conv…
Minimax Linear Regulator Problems for Positive Systems
Alba Gurpegui, Mark Jeeninga, Emma Tegling +1
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to addre…
Heuristic Search for Linear Positive Systems
David Ohlin, Anders Rantzer, Emma Tegling
This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic S…