Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances (Q1095094)

We consider discrete-time linear systems with constraints on both control and state variables and bounded disturbances. We exhibit a closed-form expression of the necessary and sufficient conditions for existence of closed-loop policy. These conditions are linear constraints on the initial state and bounds on the disturbances, control, variables and state variables. A simple illustrative example is presented.