6533b835fe1ef96bd129f575

RESEARCH PRODUCT

Robust optimality of linear saturated control in uncertain linear network flows

Fabio BagagioloDario Bauso

subject

Inventory controlMathematical optimizationControl theoryViscosity (programming)Bounded functionLinear systemOptimal control Robust optimization Inventory control Viscosity solutionsTrajectoryRobust optimizationSettore MAT/09 - Ricerca OperativaRobust controlOptimal controlMathematics

description

We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.

yearjournalcountryeditionlanguage
2008-12-012008 47th IEEE Conference on Decision and Control
https://doi.org/10.1109/cdc.2008.4738842