Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances
type: Item
instance of: scholarly article
title: Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances
zbMATH Open document ID: 0631.93044
DOI: 10.1007/BF00939690
published in: Journal of Optimization Theory and Applications
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 49K99
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 4027304
zbMATH Keywords: Farkas-Minkowski lemma
zbMATH Keywords: discrete-time linear systems
zbMATH Keywords: necessary and sufficient conditions
zbMATH Keywords: existence of closed-loop policy
author: Jean B. Lasserre
MaRDI profile type: Publication
cites work: The propagation of parametric uncertainty via polytopes
cites work: Uncertain dynamical systems--A Lyapunov min-max approach
cites work: Consistency of a linear system of inequalities
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cites work: Dynamic programming and stochastic control
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description: scientific article; zbMATH DE number 4027304