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The purpose of this note is to summarize the arguments required to derive the results appearing in robust minmax control of linear dynamical systems using a quadratic stage cost. The main results required in robust minmax control are Corollary 19 and Proposition 20. Moreover, the solution to the trust-region problem given in Proposition 15 and Lemma 16 may be of more general interest.
Rawlings et al. (Fri,) studied this question.
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