5 papers · 1 filter
General-Sum Linear Regulator Games for Positive Systems
Alba Gurpegui, Monika Tomar, Takashi Tanaka
This paper studies a continuous-time general-sum non-cooperative game with linear costs, positive linear system dynamics, and elementwise linear input constraints. In the finite-ho…
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…
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…
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…
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…