but Gis an infinite dimensional space we can get
g∈GsupJ(v, g) = +∞and by the way the problem
has no sense. So, to avoid this difficulty, we introduce
the concept of “No-regret control”.
Remark 6 If G={0}then J(v, g) = J(v, 0).
Therefore, the problem (14) becomes a standard op-
timal control problem :
find u∈ Uad such that, J(u) = inf J(v), v ∈
Uad.
To avoid difficulties arise when we get sup(v, g) =
+∞, g ∈G, we take only controls such that ∀v∈
Uad :
J(v, g)≤J(0, g),∀g∈G
J(v, g)−J(0, g)≤0,∀g∈G.
Thus, we can say that sup (J(v, g)−J(0, g)) , g ∈
Gexists.
3.4 No-regret control
Definition 7 We say that u∈ Uad is a no-regret con-
trol for (14) and (15) if usolves
inf (sup (J(v, g)−J(0, g))) , v ∈ Uad, g ∈G.
(16)
Remark 8 of course , the next problem is defied only
for controls such that
sup (J(v, g)−J(0, g)) <∞, g ∈G.
Lemma 9 For every u∈ Uad and g∈Gwe have :
J(v, g)−J(0, g) = J(v.0)−J(0,0)+2 (S(v), g)G′,G ,
(17)
where S(v) = β∗ξ(v)and ξ(v)defined for v∈
Uad by
A∗ξ(v) = C∗C(y(v, 0) −y(0,0)).
Ais a linear operator in Y,so :
y(v.g) = y(v, 0) + y(0, g)−y(0,0),
y(0, g) = y(0,0) + y(0, g)−y(0,0),
with y(v, 0) and y(0, g)are a solution of (14) when
g= 0 and v= 0 resp.
By the definition of J(v, g)one obtain
J(v, g) = J(v, 0) + ∥C(y(0, g)−y(0,0)∥2
Z
+2(Cy(v, 0) −yd,C(y(0, g)−y(0,0)))Z,
and
J(0, g) = J(0,0) + ∥C(y(0, g)−y(0,0))∥2
Z
+2(C(y(0,0) −yd,C(y(0, g)−y(0,0)))Z,
then
J(v, g)−J(0, g) = J(v, 0) −J(0,0)
+2(C∗C(y(v, 0) −y(0,0)), y(0, g)−y(0,0))Y.
Introduce an adjoint state ξ(v)given by A∗ξ(v) =
C∗C(y(v, 0) −y(0,0)) to write
J(v, g)−J(0, g) = J(v, 0)−J(0,0)+2(S(v), g)G′,G
(18)
where S(v) = β∗ξ(v),the last equation leads to
(18).
Remark 10 1. By (18) you can see that condition
(17) holds iff v∈k, where
K={v∈ Uad,(S(v), g) = 0∀g∈G},
is a closed subspace of U. Then, uis a no-regret
control iff u∈k.
2. The notion of no-regret control could be gener-
alized to no-regret control related to any a fixed con-
trol u0∈Uad,i.e , we want controls vs.t
J(v, g)≤J(u0,g)∀g∈G
Definition 11 we say that u∈Uad is a no-regret con-
trol related to u∈Uad for (14)-(15) if usolve
inf sup(J(v, g)−J(u0,g).
Unfortunately, the main difficulty with no-regret
control arises when we want to characterize the set
k, for this reason we shall approximate the no-regret
control by a sequence of controls called low regret
controls
3.4.1 Characterization of the no-regret control
The optimality system of no-regret control is given by
:
Ay=f+Bu,
A∗ζ=C∗Cy(u, 0) −yd,
Aρ=βλ, λ ∈G,
A∗p=C∗(Cy(u, 0) −yd) + C∗Cρ,
(B∗p+Nu, v −u)U≥0∀v∈ Uad.
where y(u, 0) = y, ξ(u) = ξ.
3.5 The low-regret control
One through to relax (16) by making some quadratic
perturbation on J(0, g), in other words, we search
controls vsuch that
J(v, g)≤J(0, g) + γ∥g∥2
G, γ > 0, g ∈G.
Definition 12 We say that uγ∈Uad is a low -regret
control for (14)-(15) if usolves
inf sup(J(v, g)−J(0, g)−γ∥g∥2
G), γ > 0, v ∈
Uad, g ∈G.
So we have the equivalence
inf(J(v, 0) −J(0,0)+
sup(2(S(v), g)G−γ∥g∥2
G)),
v∈ Uad, g ∈G.
Legendre transform, for
sup(2(S(v), g)G−γ∥g∥2
G) = 1
γ∥S(v)∥2
G, g ∈G.
then
inf J′(v), v ∈ Uad
where
J′(v) = J(v, 0) −J(0,0) + 1
γ∥S(v)∥2
G.
Now, we can define the low-regret by
Definition 13 We say that uγ∈ Uad is a low-regret
control for (14) and (15) if usolves
inf sup(J(v, g)−J(0, g)−γ∥g∥2
G, γ > 0),
v∈ Uad, g ∈G.
WSEAS TRANSACTIONS on SYSTEMS and CONTROL
DOI: 10.37394/23203.2022.18.37
Bouafi Nadia, Merabti Nesrine Lamya, Rezzoug Imad