We investigate min-max optimal control problems for a class of bilinear positive systems with a linear cost, where two players have opposing objectives of minimizing and maximizing the same cost functional. We propose an initialization-independent solution with two remarkable properties: 1) the same control is optimal for a set of initial conditions, and 2) the solution can be computed efficiently even for large-scale systems, as the Hamilton-Jacobi-Isaacs equations admit an exact solution. The optimal control is thus obtained from a single backward integration of the adjoint dynamics.
Initialization-Independent Min–Max Control for a Class of Bilinear Positive Systems
Blanchini F.;
2026-01-01
Abstract
We investigate min-max optimal control problems for a class of bilinear positive systems with a linear cost, where two players have opposing objectives of minimizing and maximizing the same cost functional. We propose an initialization-independent solution with two remarkable properties: 1) the same control is optimal for a set of initial conditions, and 2) the solution can be computed efficiently even for large-scale systems, as the Hamilton-Jacobi-Isaacs equations admit an exact solution. The optimal control is thus obtained from a single backward integration of the adjoint dynamics.File in questo prodotto:
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