Title :
On the minimax solution of multiple linear-quadratic problems
Author_Institution :
Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA
fDate :
10/1/1990 12:00:00 AM
Abstract :
Multiple linear-quadratic problems are studied. A set of coupling Riccati equations is derived for vector-valued-cost-to-go. A minimax solution of multiobjective convex problems is proven to be an equalizer strategy. This permits the development of a new algorithm for finding the minimax solution for multiple linear-quadratic problems
Keywords :
minimax techniques; optimal control; Riccati equations; equalizer strategy; minimax solution; multiobjective convex problems; multiple linear-quadratic problems; Control systems; Differential equations; Equalizers; Intersymbol interference; Linear matrix inequalities; Linear systems; Minimax techniques; Riccati equations; Symmetric matrices; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
