Minimax control

Minimax Lqg Control

This paper presents an overview of some recent results concerning the emerging theory of minimax LQG control for uncertain systems with a relative entropy constraint uncertainty description. This is an important new robust control system design methodology providing minimax optimal performance in terms of a quadratic cost functional. The paper first considers some standard uncertainty descripti...

Centralized minimax control

Minimax Nonlinear Control under Stochastic Uncertainty Constraints

We consider in this paper a class of stochastic nonlinear systems in strict feedback form, where in addition to the standard Wiener process there is a norm-bounded unknown disturbance driving the system. The bound on the disturbance is in the form of an upper bound on its power in terms of the power of the output. Within this structure, we seek a minimax state-feedback controller, namely one th...

Minimax Model Predictive Operation Control of Microgrids

Due to the steady growth of decentralised distributed generation, the operational management of small, local electricity networks (microgrids) is becoming an increasing challenge to meet: How to provide an operational control for microgrids with a high share of renewable energy sources (RES) that is robust to perturbations? In this paper we address an optimal control problem (OCP) that maintain...

Minimax Control of Constrained Parabolic Systems

In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis...