A new framework of robust LQ optimal control for parameter variation and its application to the double generating functions method

This paper proposes a framework of the LQ optimal control problem robust to parameter variation. By considering the variational system of the original state space model with respect to model parameters, we evaluate the sensitivity of the system with respect to the parameter variation. We apply this framework to the double generating function method which generates a family of optimal trajectories with different boundary conditions for LQ optimal control problems.