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On a Connection between Minimax MPC and Risk-Sensitive Control
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2001 (English)Report (Other academic)
Abstract [en]

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
Keyword [en]
MPC, Minimax
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55794ISRN: LiTH-ISY-R-2358OAI: diva2:316536
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-08Bibliographically approved

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Löfberg, Johan
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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