화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.51, No.10, 1688-1692, 2006
A decomposition algorithm for feedback min-max model predictive control
An algorithm for solving feedback min-max model predictive control for discrete-time uncertain linear systems with constraints is presented in this note. The algorithm is based on applying recursively a decomposition technique to solve the min-max problem via a sequence of low complexity linear programs. It is proved that the algorithm converges to the optimal solution in finite time. Simulation results are provided to compare the proposed algorithm with other approaches.