An Efficient Method to Estimate the Suboptimality of Affine Controllers
An Efficient Method to Estimate the Suboptimality of Affine Controllers
We consider robust feedback control of time-varying, linear discrete-time systems operating over a finite horizon. For such systems, we consider the problem of designing robust causal controllers that minimize the expected value of a convex quadratic cost function, subject to mixed linear state and input constraints. Determination of an optimal …