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20122026
most citedOn Minimax Optimal Dual Control for Fully Actuated Systems

1 citations · 1 across the 15 of their papers we have counts for

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math.OC2026

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 in…

math.OC2026

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…

math.OC2026

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…

math.OC2026

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…

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★ 1 cited

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…

math.OC2024

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…

math.OC2024

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…

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…

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.OC2023

Minimax Linear Optimal Control of Positive Systems

Alba Gurpegui, Emma Tegling, Anders Rantzer

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyz…

math.OC2023

Optimal Control of Linear Cost Networks

David Ohlin, Emma Tegling, Anders Rantzer

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function an…

math.OC2023

Exact Dynamic Programming for Positive Systems with Linear Optimal Cost

Yuchao Li, Anders Rantzer

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that…