Abstract:Summary
In this paper, robust disturbance‐feedback strategies for finite time‐horizon problems are studied. Linear discrete‐time systems subject to linear control, state constraints, and quadratic objective functions are considered. In addition, persistent disturbances, which enter the system additively and are contained in a polytopic set, act on the system. The synthesis of robust strategies leads in the case of the traditional robust state‐feedback and open‐loop min–max strategies to, respectively, nonconve… Show more
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