Title :
Some results on guaranteeing cost strategies: Full-block multipliers and fictitious games
Author :
Gyurkovics, Eva ; Takacs, Tibor
Author_Institution :
Inst. of Math., Budapest Univ. of Technol. & Econ., Budapest, Hungary
Abstract :
Guaranteeing cost robust minimax controls are determined for a system with uncertainty of linear fractional form by means of the full-block multiplier technique. It is highlighted in what sense this technique can be considered as the extension of other approaches applying a single adjustable parameter in the derivation of the linear matrix inequalities to be solved. Moreover, it is shown how to construct a fictitious game with completely known dynamics and with a cost criterion parametrized by the full-block multipliers in such a way that the minimax strategy and the upper value for it turn out to be the robust minimax strategy and the guaranteed cost for the original uncertain system.
Keywords :
game theory; linear matrix inequalities; linear systems; minimax techniques; optimal control; robust control; uncertain systems; cost strategy; fictitious game; full-block multiplier; linear fractional form; linear matrix inequalities; minimax strategy; robust minimax control; uncertain system; Games; Linear matrix inequalities; Performance analysis; Robustness; Symmetric matrices; Uncertain systems; Uncertainty; Robust control; discrete-time systems; dynamic games; full block S-procedure; guaranteeing cost control;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6