Performance Bounds for Constrained Linear Min-Max Control

TL;DR

This paper introduces a method to compute lower performance bounds for constrained min-max control problems, aiding the evaluation of suboptimal control policies in discrete-time systems with input constraints and disturbances.

Contribution

It presents a novel approach to derive tight lower bounds using unconstrained H-infinity control formulations for constrained min-max control problems.

Findings

Method effectively computes lower bounds for constrained control problems.

Numerical example demonstrates the approach's applicability.

Bounds assist in evaluating suboptimal control policies.

Abstract

This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control policies synthesized via suboptimal design techniques. Our approach is motivated by recent work on performance bounds for stochastic constrained optimal control problems using relaxations of the Bellman equation. The central idea of the paper is to find an unconstrained min-max control problem, with negatively weighted disturbances as in H infinity control, that provides the tightest possible lower performance bound on the original problem of interest and whose value function is easily computed. The new method is demonstrated via a numerical example for a system with box constrained input.