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math.OC2025
Minimax Optimal Adaptive Control for Systems on Cones
Anders Rantzer
The theory of optimal control on positive cones has recently identified several new problem classes where the Bellman equation can be solved explicitly, in analogy with classical l…
math.OC2025
On Minimax Optimal Dual Control for Fully Actuated Systems
Anders Rantzer
A multi-variable adaptive controller is derived as the explicit solution to a minimax dynamic game. The minimizing player selects the control action as a function of past state mea…
math.OC2025
A Minimax Optimal Controller for Positive Systems
Alba Gurpegui, Emma Tegling, Anders Rantzer
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…