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math.OC2024
Optimal Control on Positive Cones
Richard Pates, Anders Rantzer
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear func…
math.OC2024
Output Feedback Minimax Adaptive Control
Olle Kjellqvist, Anders Rantzer
This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of…