3rd International Workshop on Linear Systems (LinSys2007)

When is a Linear Controller Optimal?
Michael Rotkowitz

Given a linear system, when is the best controller for it linear as well? This question was a central focus of control theory and game theory several decades ago, and it's having a resurgence. We'll discuss how the answer changes as we consider different cost functions and different information structures. A surprising recent result will be presented, as well as the questions which it leaves open.