Genericity of non-degenerate policies in H-infinity control

From papers

Let Cn\mathcal{C}_n be the space of full-order dynamic policies, and let Cnd\mathcal{C}_{\mathrm{nd}} be the subset of non-degenerate policies, namely those admitting a certificate PS++2nP\in\mathbb{S}^{2n}_{++} whose off-diagonal block P12P_{12} lies in GLn\mathrm{GL}_n and satisfies the bounded-real matrix inequality at the policy's H\mathcal{H}_\infty cost. Genericity conjecture. The complement

Cn\Cnd\mathcal{C}_n\backslash\mathcal{C}_{\mathrm{nd}}

has measure zero in the space R(m+n)×(p+n)\mathbb{R}^{(m+n)\times(p+n)}. Unlike the smooth LQG case, this remains open because the nonsmoothness of the H\mathcal{H}_\infty cost prevents a direct real-analytic zero-set argument.

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Sources & referencesView supporting material

Primary source

Yang Zheng, Chih-fan Pai and Yujie Tang, “Benign Nonconvex Landscapes in Optimal and Robust Control, Part I: Global Optimality”, arXiv:2312.15332 (2023).

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