Preprint
Oct 2026
Worst-Case Finite-Horizon Analysis of Perturbed LQR via Performance Estimation Problem
We propose an exact formulation to quantify the finite-horizon robustness of a Linear Quadratic Regulator (LQR) subject to norm-bounded Linear Time-Invariant (LTI) parametric uncertainties, using the Performance Estimation Problem (PEP) framework. Originally developed for optimization, this method allows us to reformul...
Anthony Couthures, Gianluca Bianchin, Julien M. Hendrickx
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