DocumentCode
1547829
Title
On the minimax solution of multiple linear-quadratic problems
Author
Li, Duan
Author_Institution
Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA
Volume
35
Issue
10
fYear
1990
fDate
10/1/1990 12:00:00 AM
Firstpage
1153
Lastpage
1156
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.58560
Filename
58560
Link To Document