On a Connection between Minimax MPC and Risk-Sensitive Control
2001 (English)Report (Other academic)
A connection between robust synthesis of MPC using a particular minimax formulation and a probabilistic risk-sensitive approach is established. It is shown that the minimax controller basically solves a risk problem, but with the crucial property that the risk parameter is chosen automatically in the optimization in order to obtain a trade-off between performance and risk-sensitivity
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2001. , 11 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2358
IdentifiersURN: urn:nbn:se:liu:diva-55794ISRN: LiTH-ISY-R-2358OAI: oai:DiVA.org:liu-55794DiVA: diva2:316536