Automatica 125 (2021) 109437

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Automatica
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Robust control Minkowski–Lyapunov functions✩

Saša V. Raković
Beijing Institute of Technology, Beijing, China

article info a b s t r a c t

Article history: This article introduces, and studies, the robust control Minkowski–Lyapunov inequality, which is
Received 17 January 2020 a natural generalization of the recently introduced control Minkowski–Lyapunov inequality. The
Received in revised form 21 August 2020 generalization considers the setting of parametrically uncertain linear discrete time systems. The
Accepted 4 October 2020
necessary and sufficient conditions for the characterization and existence of Minkowski functions that
Available online 4 January 2021
verify the robust control Minkowski–Lyapunov inequality are derived. The article also characterizes,
Keywords: and establishes topological properties of, the corresponding robustly stabilizing set-valued control map.
Linear systems © 2020 Elsevier Ltd. All rights reserved.
Parametric uncertainty
Stability
Minkowski functions
Robust control Lyapunov inequality

1. Introduction
Lyapunov functions (Lyapunov, 1992) play a major role in
the stability analysis of dynamics. Likewise, control Lyapunov
functions (Artstein, 1983) are fundamentally important for the
design of stabilizing control laws for dynamical systems. The
foundations of control Lyapunov functions have been created
by a profound Artstein’s theorem (Artstein, 1983), while theory,
computation and applications of control Lyapunov functions have
formed an important research field. From a topological point of
view, the main challenges are to establish necessary and sufficient
conditions for the existence, and to characterize theoretically
correct classes, of control Lyapunov functions for a given class
of control systems (Barabanov, 1988; Blanchini & Miani, 2008;
Clarke et al., 1997, 1998; Molchanov & Pyatnitskii, 1986; Sontag,
1989, 1998; Sontag & Sussmann, 1996). From a numerical point
of view, the major chores are the efficient computation, represen-
tation and utilization of such control Lyapunov functions (Baier
et al., 2018; Boyd et al., 1994; Giesl & Hafstein, 2015; Goebel et al.,
2006). The beneficial applications of control Lyapunov functions
include, inter alia, the design of stabilizing control (Blanchini &
Miani, 2008; Freeman & Kokotović, 2008; Krstić & Deng, 1998)
as well as consistently improving optimal and model predictive
control (Rawlings & Mayne, 2009).
The comprehensive monographs (Blanchini & Miani, 2008;
Clarke et al., 1998; Freeman & Kokotović, 2008; Rawlings &
✩ The material in this paper was not presented at any conference. This paper
was recommended for publication in revised form by Associate Editor Denis
Arzelier under the direction of Editor Sophie Tarbouriech.
E-mail address: sasa.v.rakovic@gmail.com.
Mayne, 2009; Sontag, 1998) and excellent survey paper (Giesl &
Hafstein, 2015) provide a more complete overview of the related
research activity. Naturally, theory, computation and applications
of control Lyapunov functions lead to more precise research
programs when concrete classes of dynamical systems are stud-
ied. In this sense, stability analysis of parametrically uncertain
dynamics, in which the uncertainty is merely bounded, is best
performed with the aid of robust Lyapunov functions. In the
same vein, control synthesis for parametrically uncertain control
systems under set-membership description of the uncertainty
can be advantageously executed with the aid of robust control
Lyapunov functions. Indeed, the robust stability analysis of para-
metrically uncertain linear discrete time dynamics (Barabanov,
1988; Blanchini & Miani, 2008; Goebel et al., 2006; Lazar, 2010)
and the robust stabilization of parametrically uncertain linear
discrete time systems (Blanchini & Miani, 2008; Molchanov &
Pyatnitskii, 1986; Nguyen et al., 2011) are topical research prob-
lems. Solutions to these two problems can be obtained by using,
respectively, strictly convex quadratic robust Lyapunov functions,
and robustly stabilizing linear control functions together with
strictly convex quadratic robust control Lyapunov functions. Such
solutions are computationally very convenient, due to their re-
ductions to linear matrix inequalities (Boyd et al., 1994), but are
bound to be very conservative (Barabanov, 1988; Blanchini &
Miani, 2008; Goebel et al., 2006; Raković, 2020c). Indeed, it is
known that the use of polyhedral Lyapunov functions (Barabanov,
1988; Blanchini & Miani, 2008; Lazar, 2010) offers an improved
solution to the robust stability analysis problem, while the inter-
polation based control strategies (Nguyen et al., 2011) result in
a considerably more flexible solution to the robust stabilization
problem.

https://doi.org/10.1016/j.automatica.2020.109437
0005-1098/© 2020 Elsevier Ltd. All rights reserved.
S.V. Raković
1.1. Theme, novelty and relevance
The theme of our study is the robust control Lyapunov in-
equality with a priori prescribed decrease condition
∀x, ∃u : sup V (f (x, u)) + ℓ(x, u) ≤ V (x). (1.1)
f ∈F
In the above robust control Lyapunov inequality, the constraint
f ∈ F reflects the set-membership representation of the para-
metric uncertainty of the controlled state transition map (x, u) ↦ →
f (x, u) generating the system x+ = f (x, u) for which x and u are
the current state and control, and x+ is the uncertain successor
state, (x, u) ↦ → ℓ(x, u) is an a priori given decrease function, and
x ↦ → V (x) that verifies the above inequality is a robust control
Lyapunov function. In general, the uncertainty bounding set F
and the decrease and robust control Lyapunov functions, ℓ (·, ·)
and V (·), are subject to mild technical requirements in order to
render the above inequality a regular robust control Lyapunov
inequality.
The specific object of our study is the above robust control
Lyapunov inequality (1.1) over the space of Minkowski functions
of compact convex sets that contain the origin in the interior
within the context of parametrically uncertain linear discrete
time systems. Minkowski function of a compact convex set that
contains the origin in the interior is formally defined in Sec-
tion 1.2. The class of parametrically uncertain linear discrete
time systems is formally defined in Section 2, and it represents
a mathematical model in which a realized matrix pair (A, B) of
the uncertain controlled state transition map (x, u) ↦ → Ax + Bu
is allowed to be any element of the convex hull of the finite
collection {(Ai , Bi ) : i ∈ I } of known matrix pairs. The decrease
function ℓ (·, ·) is Minkowski function of a compact convex set
that contains the origin in the interior, and it is referred to as
the Minkowski decrease function. The considered robust control
Lyapunov functions V (·) are Minkowski functions of compact
convex sets that contain the origin in the interior, and they are
referred to as the robust control Minkowski–Lyapunov functions.
Such a setting of the robust control Lyapunov inequality (1.1) is
referred to as the robust control Minkowski–Lyapunov inequality,
and it is formalized in Section 2.
The above terminology is compatible with the notions of
Minkowski–Lyapunov functions (Raković, 2017, 2020b; Raković
& Lazar, 2014), robust Minkowski–Lyapunov functions (Raković,
2020c), control Minkowski–Lyapunov functions (Raković, 2020a)
and Minkowski–Bellman functions (Raković, 2019). These recent
and advanced frameworks have been obtained via a methodolog-
ical fusion of Lyapunov and control Lyapunov functions (Artstein,
1983; Lyapunov, 1992) on the one side and Minkowski and
support functions of compact convex sets that contain the origin
in the interior (Rockafellar, 1970; Schneider, 1993) on the other
side.
To the best of the author’s knowledge, the above described ro-
bust control Minkowski–Lyapunov inequality has not been studied
in the open literature. The robust control Minkowski–Lyapunov
inequality is a natural generalization of the deterministic con-
trol Minkowski–Lyapunov inequality introduced, and studied,
recently in Raković (2020a). The study of the robust control
Minkowski–Lyapunov inequality demonstrates that the design
of robustly stabilizing control laws for parametrically uncertain
linear discrete time systems is nonconservative when it is guided
with Minkowski functions of compact convex sets that contain
the origin in the interior, and it is numerically potent when such
sets are also polytopic.
This article reports several novel technical results. Theorem 3
delivers a novel necessary and sufficient condition that character-
izes all robust control Minkowski–Lyapunov functions. Theorem 4
2
Automatica 125 (2021) 109437
provides a novel, and complete, topological characterization of
the robustly stabilizing set-valued control map associated with a
robust control Minkowski–Lyapunov function. Theorem 5 estab-
lishes a novel necessary and sufficient condition for the existence
of robust control Minkowski–Lyapunov functions. Corollaries 2
and 3 are novel results that provide considerable refinements of
Theorem 3 and Theorem 4 for polyhedral Minkowski decrease
and robust control Minkowski–Lyapunov functions.
The developed framework is primarily and strongly driven by
its utilization for the design of robustly stabilizing control laws
as well as the synthesis of consistently improving finite horizon
robust optimal control and stabilizing robust model predictive
control. The application of the developed framework to the ro-
bust stabilization of parametrically uncertain linear discrete time
systems is outlined in Section 6.1. The robust control Minkowski–
Lyapunov inequality is of paramount importance for consistent
improvement of finite horizon robust optimal control and sta-
bility of robust model predictive control. Indeed, this inequality
represents a conventional terminal stabilizing condition (Rawl-
ings & Mayne, 2009) in robust model predictive control without
constraints and a crucial component of the terminal stabilizing
conditions (Rawlings & Mayne, 2009) in robust model predictive
control under constraints. Thus, our framework provides novel
results within the context of finite horizon robust optimal control
and stabilizing robust model predictive control, the utility of
which is discussed in Sections 6.2 and 6.3 . An illustrative example
in Section 7.3 highlights that the proposed framework can be also
applied within the setting of constrained parametrically uncertain
linear discrete time systems.
Analysis in what follows is made as close as possible to the one
performed in the predecessor article (Raković, 2020a) concerned
with deterministic linear discrete time systems; This is done
deliberately so as to utilize results derived in Raković (2020a) as
a natural base for the generalizations reported herein.
1.2. Article structure and contributions overview
Section 2 provides a concise formulation of the robust con-
trol Minkowski–Lyapunov inequality, and it details the setting
utilized for the subsequent technical analysis.
Section 3 derives an equivalent, and conveniently compact, re-
formulation of the robust control Minkowski–Lyapunov inequal-
ity, which provides a foundational platform for establishing our
main contributions in Section 4 and their further refinements in
Section 5.
Section 4 establishes the necessary and sufficient conditions
for the characterization and existence of robust control
Minkowski–Lyapunov functions. The necessary and sufficient
condition characterizing robust control Minkowski–Lyapunov
functions is provided in terms of a conveniently compact set
inclusion. This condition is a novel contribution, and it also
admits a relevant interpretation in the jargon of set invariance,
which reveals a correspondence of robust control Minkowski–
Lyapunov functions and robust control invariant sets. The nec-
essary and sufficient condition for the existence of robust control
Minkowski–Lyapunov functions is the strict stabilizability of the
considered parametrically uncertain linear discrete time sys-
tem, which confirms the topological compatibility and theoretical
exactness of the proposed framework. Section 4 also demon-
strates that any robust control Minkowski–Lyapunov function
is a regular robust control Lyapunov function, and that the ro-
bustly stabilizing set-valued control map associated with a robust
control Minkowski–Lyapunov function is an outer semicontinu-
ous, locally bounded, compact-valued, convex-valued, positively
homogeneous of the first degree set-valued map.
Section 5 documents a refinement of the fundamental prop-
erty of robust control Minkowski–Lyapunov functions and the
S.V. Raković
topological structure of the associated robustly stabilizing set-
valued control map within a more structured polytopic setting.
The necessary and sufficient condition for the characterization
of robust control Minkowski–Lyapunov functions is refined to a
number of simpler polyhedral set inclusions, while the robustly
stabilizing set-valued control map is demonstrated to be polyhe-
dral, polytopic-valued, and Lipschitz continuous with respect to
the Hausdorff distance.
Section 6 outlines relevant control applications, and Section 7
concludes the article by discussing the computational aspects and
by delivering an academic illustration.
Basic Notation and Facts: The Minkowski sum of nonempty sets
X and Y in Rn is denoted by
X ⊕ Y := {x + y : x ∈ X , y ∈ Y }.
The image of a nonempty set X under a matrix of compatible
dimensions (or a scalar) M is denoted by
M X := {Mx : x ∈ X }.
A compact convex subset X of Rn that contains the origin is
a C -set in Rn . A compact convex subset X of Rn that contains
the origin in its interior is a proper C -set in Rn . The Minkowski
function g(X , ·) of a proper C -set X in Rn is given, for all y ∈ Rn ,
by
g(X , y) := min{γ : y ∈ γ X , γ ≥ 0}.
γ We also study the set-valued map K(S , ·) : Rn ⇒ Rm
The support function h(X , ·) of a nonempty closed convex subset
X of Rn is specified, for all y ∈ Rn , by
h(X , y) := sup{y x : x ∈ X }.
T
x (2.4)
The polar set X ∗ of a set X in Rn with 0 ∈ X is
X ∗ := {y ∈ Rn : ∀x ∈ X , xT y ≤ 1}.
Theorem 1 (Schneider, 1993, Theorems 1.6.1 and 1.7.6). (i) For any
proper C -set X in Rn , the polar set X ∗ is a proper C -set in Rn and
(X ∗ )∗ = X .
(ii) Minkowski function g(X , ·) of a proper C -set X in Rn is equal to
support function h(X ∗ , ·) of the polar set X ∗ of the set X , i.e.,
∀y ∈ R n , g(X , y) = h(X ∗ , y).
Proposition 1 (Rockafellar & Wets, 2009, Corollary 11.24). (i) For
any nonempty closed convex set X in Rn and any matrix M ∈ Rm×n ,
∀y ∈ R m , h(M X , y) = h(X , M T y).
(ii) For any nonempty closed convex sets X and Y in Rn ,
∀z ∈ Rn , h(X ⊕ Y , z) = h(X , z) + h(Y , z).
The convex hull of a set X is denoted by convh(X ); For a finite
set of matrices MD = {Mi ∈ Rn×(n+m) : i ∈ I },
∑ ∑
convh(MD ) = { λi Mi : ∀i ∈ I , λi ≥ 0, λi = 1}.
i∈I i∈I
Px := (I O), I ∈ Rn×n and O ∈ Rn×m , denotes the (x, u) ↦ → x
projection matrix.
Conventions, Complete Terminology and Proofs: We do not dis-
tinguish between a variable and its vectorized form in algebraic
expressions. No confusion should arise. The interested reader is
referred to Appendix A for a complete overview of the technical def-
initions and terminology utilized throughout this article. Appendix B
provides technically more involved proofs.
3
Automatica 125 (2021) 109437
2. Robust control Minkowski–Lyapunov inequality
We consider parametrically uncertain linear discrete time sys-
tems, as modeled by
x+ ∈ F (x, u) (2.1)
n m
where x ∈ R and u ∈ R are the current state and control,
respectively, and x+ ∈ Rn is the successor state. The controlled
state transition map F (·, ·) : Rn × Rm ⇒ Rn is specified, for all
(x, u) ∈ Rn × Rm , by
F (x, u) := {Ax + Bu : (A, B) ∈ M}, with
M := convh(MD ) and
MD := {(Ai , Bi ) ∈ Rn×n × Rn×m : i ∈ I }, (2.2)
where I = {1, 2, . . . , p} is a finite index set.
The main object of our study is the robust control Minkowski–
Lyapunov inequality
∀x ∈ R n , ∃u ∈ Rm :
max g(S , Ax + Bu) + g(V , (x, u)) ≤ g(S , x). (2.3)
(A,B)∈M
Minkowski function g(V , (·, ·)) of a proper C -set V in Rn+m is
referred to as the Minkowski decrease function. Minkowski func-
tion g(S , ·) of a proper C -set S in Rn that verifies the robust
control Minkowski–Lyapunov inequality (2.3) is referred to as a
robust control Minkowski–Lyapunov function.
specified, for all x ∈ Rn , by
K(S , x) := {u ∈ Rm : max g(S , Ax+Bu)+g(V , (x, u)) ≤ g(S , x)}.
(A,B)∈M
For any robust control Minkowski–Lyapunov function g(S , ·), the
set-valued map K(S , ·) is the robustly stabilizing set-valued con-
trol map, since its values K(S , x) characterize all robustly stabi-
lizing control actions guaranteeing the required decrease at any
x ∈ Rn .
The robust control Minkowski–Lyapunov inequality (2.3) is
analyzed for an arbitrary, but fixed, matrix collection {(Ai , Bi ) :
i ∈ I } and a proper C -set V . Unless stated otherwise, the standing
assumption herein is:
Assumption 1. (Ai , Bi ) ∈ Rn×n × Rn×m for each i ∈ I where
I := {1, 2, . . . , p} is a finite index set. V is a proper C -set in Rn+m .
S is a proper C -set in Rn .
The main objectives of this article are to:
(i) derive a necessary and sufficient condition that a proper C -
set S needs to satisfy in order for its Minkowski function
g(S , ·) to verify the robust control Minkowski–Lyapunov
inequality (2.3),
(ii) establish the relevant topological properties of the robustly
stabilizing set-valued control map K(S , ·), and
(iii) provide a necessary and sufficient condition for the exis-
tence of robust control Minkowski–Lyapunov functions.
3. Equivalent reformulation
Our first step is to derive an equivalent, and a more con-
venient, form of the robust control Minkowski–Lyapunov in-
equality (2.3). This chore can be accomplished by characterizing
explicitly the function (x, u) ↦ → max(A,B)∈M g(S , Ax + Bu) +
g(V , (x, u)). To this end, let, for all (x, u) ∈ Rn × Rm ,
J(x, u) := max g(S , Ax + Bu) + g(V , (x, u)). (3.1)
(A,B)∈M
S.V. Raković Automatica 125 (2021) 109437

Since Minkowski function g(X , ·) of a proper C -set X is convex, the equivalent reformulation of the ordinary control Minkowski–
(A, B) ↦ → g(S , Ax + Bu) + g(V , (x, u)) is a convex function for any Lyapunov inequality studied in Raković (2020a). Because S and R
arbitrary (x, u). Thus, since M = convh({(Ai , Bi ) : i ∈ I }), for all are proper C -sets in Rn and Rn+m , respectively, the relation (3.5)
(x, u) ∈ Rn × Rm , holds true if and only if S ⊆ Px R. The set inclusion S ⊆ Px R is,
hence, a necessary and sufficient condition that a proper C -set S
J(x, u) = max g(S , Ai x + Bi u) + g(V , (x, u)). (3.2)
i∈I in Rn needs to satisfy in order for its Minkowski function g(S , ·)
to verify the robust control Minkowski–Lyapunov inequality (2.3).
As formally shown in Appendix B.1, the following result ex-
This set inclusion characterizes all robust control Minkowski–
tends slightly a helpful characterization of the function (x, u) ↦ →
Lyapunov functions and, hence, it constitutes their fundamental
g(S , Ax + Bu) + g(V , (x, u)) derived originally in Raković (2019),
property. This fact yields our first main result.
and also used in Raković (2020a, Proposition 3) within the deter-
ministic setting.
Theorem 3. Suppose Assumption 1 holds. Minkowski function
g(S , ·) verifies the robust control Minkowski–Lyapunov inequal-
Proposition 2. Under Assumption 1, for any i ∈ I ,
ity (2.3) if and only if
∀(x, u) ∈ R × R ,
n m ⋂( )∗
S ⊆ Px R with R = (Ai Bi )T S ∗ ⊕ V ∗ . (4.1)
g(S , Ai x + Bi u) + g(V , (x, u)) = g(Ri , (x, u))
i∈I
( )∗
for a proper C -set Ri := (Ai Bi )T S ∗ ⊕ V ∗ in Rn+m . The fundamental property of robust control
Minkowski–Lyapunov functions admits a relevant interpretation
Due to (3.2) and Proposition 2, for all (x, u) ∈ R × R , n m
in terminology of set invariance. First, we recall that a nonempty
J(x, u) = max g(Ri , (x, u)), (3.3) set X is a robust control invariant set for the system x+ ∈ F (x, u)
i∈I
with F (·, ·) given by (2.2) and the state dependent constraints
∗ ∗ (x, u) ∈ Z if and only if for all x ∈ X there exists a u such that
( )
where, for all i ∈ I , Ri = (Ai Bi )T S ∗ ⊕ V . The following result,
the proof of which is provided in Appendix B.2, yields the explicit (x, u) ∈ Z and F (x, u) ⊆ X . When the robust control invariant set
characterization of J (·, ·). X and the state dependent constraint set Z are convex, the latter
condition F (x, u) ⊆ X is equivalent to the requirement that for
Proposition 3. For any finite collection {Zi : i ∈ I } of proper all i ∈ I it holds that Ai x + Bi u ∈ X .
C -sets Zi in Rn+m , The generator set S of any robust control Minkowski–
Lyapunov function g(S , ·) is a proper C -set in Rn , which satisfies
∀(x, u) ∈ Rn × Rm , max g(Zi , (x, u)) = g(Z , (x, u)) the derived
i∈I ⋂ ( necessary T ∗
and )sufficient condition S ⊆ Px R with
∗
R = i∈I (A i Bi ) S ⊕ V ∗ . Hence, for all x ∈ S there exists
Zi in Rn+m .
⋂
for a proper C -set Z :=
a u ∈ Rm such that (x, u) ∈ R, which, in view of the robust
i∈I

Due to (3.3) and Proposition 3, for all (x, u) ∈ Rn × Rm , control Minkowski–Lyapunov inequality (2.3), ensures a fortiori
that, for all i ∈ I , Ai x + Bi u ∈ S . (This conclusion follows since,
J(x, u) = g(R, (x, u)), (3.4)
for all i ∈ I , g(S , Ai x + Bi u) + g(V , (x, u)) ≤ g(S , x).) Consequently,
∗ ∗
⋂ ( T ∗
)
where R = i∈I Ri with Ri = (Ai Bi ) S ⊕ V for each i ∈ I . the generator set S of any robust control Minkowski–Lyapunov
Summarizing, the preceding technical analysis has revealed the function g(S , ·) is a proper C -set S in Rn , which is a robust
explicit characterization of the function J (·, ·), and it has formally control invariant set for the system x+ ∈ F (x, u) with F (·, ·)
established the following. given⋂ by (2.2)
( and the state)dependent constraints (x, u) ∈ R with
∗
R = i∈I (Ai Bi )T S ∗ ⊕ V ∗ .
Theorem 2. Suppose Assumption 1 holds. On the other hand, if a proper C -set S in Rn is a robust control
invariant set for the system x+ ∈ F (x, u) with F (·, ·) given
∀(x, u) ∈ R × Rm ,
n
by (2.2) constraints (x, u) ∈ R with
⋂ and( the state dependent
max g(S , Ax + Bu) + g(V , (x, u)) = g(R, (x, u)), ∗ ∗
T ∗
)
R = i∈I (Ai B i ) S ⊕ V , then it holds that S ⊆ Px R. In
(A,B)∈M
( )∗ turn, Minkowski function g(S , ·) is a robust control Minkowski–
(Ai Bi )T S ∗ ⊕ V ∗ in Rn+m .
⋂
for a proper C -set R := i∈I
Lyapunov function.
In view of the above technical discussion, we have formally
Evidently, with Theorem 2 in mind, the robust control established the following interpretation of the fundamental prop-
Minkowski–Lyapunov inequality (2.3) admits an equivalent, and erty of robust control Minkowski–Lyapunov functions.
a conveniently compact, reformulation as

∀x ∈ Rn , ∃u ∈ Rm : g(R, (x, u)) ≤ g(S , x), (3.5) Corollary 1. Suppose Assumption 1 holds. Minkowski function
g(S , ·) verifies the robust control Minkowski–Lyapunov inequal-
which can be further equivalently rewritten as ity (2.3) if and only if its generator set S is a robust control invariant
∀x ∈ Rn , ∃u ∈ Rm : (x, u) ∈ g(S , x)R, (3.6) set for the system x+ ∈ F (x, u) with F (·, ·) given by (2.2)⋂and
n+m
the
( state )∗ constraints (x, u) ∈ R with R =
dependent i∈I
where the proper C -set R in R is given by (Ai Bi )T S ∗ ⊕ V ∗ .
∗ ∗
⋂(
(Ai Bi )T S ∗ ⊕ V .
)
R := (3.7)
4.2. Robustly stabilizing set-valued control map
i∈I

4. Proper C -generator sets In light of the equivalent reformulation (3.6) of the robust
control Minkowski–Lyapunov inequality (2.3) and the definition
4.1. Fundamental property of the robustly stabilizing set-valued control map K(S , ·) in (2.4),
the topological characterization of the set-valued map K(S , ·)
The equivalent reformulation (3.5) of the robust control follows directly from Raković (2020a, Theorem 3), as formally
Minkowski–Lyapunov inequality (2.3) is form-wise identical to summarized by the following.

4
S.V. Raković Automatica 125 (2021) 109437

Theorem 4. Suppose Assumption 1 holds. Let R be given by (3.7).
The set-valued map K(S , ·) specified by (2.4) is equivalently given,
for all x ∈ Rn , by
K(S , x) := {u ∈ Rm : (x, u) ∈ g(S , x)R}.
We have established that robust control Minkowski–Lyapunov
functions exist if and only if the finite collection {(Ai , Bi ) :
i ∈ I } of matrix pairs is strictly stabilizable. This fact yields the
following.
(4.2)

Furthermore, when Minkowski function g(S , ·) verifies the robust Theorem 5. Take any finite collection {(Ai , Bi ) ∈ Rn×n × Rn×m :
control Minkowski–Lyapunov inequality (2.3), the robustly stabi- i ∈ I } of matrix pairs and any proper C -set V in Rn+m . There exists a
lizing set-valued control map K(S , ·) is nonempty relative to Rn , proper C -set S in Rn whose Minkowski function g(S , ·) verifies the
and it is an outer semicontinuous, locally bounded, compact-valued, robust control Minkowski–Lyapunov inequality (2.3) if and only if
convex-valued, positively homogeneous of the first degree set- the finite collection {(Ai , Bi ) ∈ Rn×n × Rn×m : i ∈ I } of matrix pairs
is strictly stabilizable.
valued map.
5. Proper C -polytopic generator sets
4.3. Robust controlled Lyapunov property
Similarly to what is established in Raković (2020a) for the case
As documented in Appendix B.3, any robust control of ordinary control Minkowski–Lyapunov inequality, the poly-
Minkowski–Lyapunov function is a regular robust control Lya- topic setting, characterized by Assumption 2, results in a consid-
punov function. This fact follows from the topological properties erable refinement of the fundamental property of robust control
of Minkowski functions generated by proper C -sets, and it is Minkowski–Lyapunov functions and the topological structure of
formally stated by the following. the related robustly stabilizing set-valued control map.

Proposition 4. Suppose Assumption 1 holds. Suppose also that Assumption 2. (Ai , Bi ) ∈ Rn×n × Rn×m for each i ∈ I where
Minkowski function g(S , ·) verifies the robust control Minkowski– I = {1, 2, . . . , p} is a finite index set. V is a proper C -polytopic
Lyapunov inequality (2.3). For any vector norm |·|N on Rn there exist set in Rn+m represented irreducibly by
strictly positive and finite scalars c1 and c2 such that
V = {(x, u) : ∀j ∈ JV , vx Tj x + vu Tj u ≤ 1}, (5.1)
∀x ∈ R ,n
c1 |x|N ≤ g(S , x) ≤ c2 |x|N , and (4.3a)
where (vxj , vuj ) ∈ R × R for all j ∈ JV , and JV is a finite
n m

∀x ∈ Rn , ∃u ∈ Rm : index set, and S is a proper C -polytopic set in Rn represented

max g(S , Ax + Bu) − g(S , x) ≤ −c1 |x|N . (4.3b) irreducibly by
(A,B)∈M
S = {x : ∀j ∈ JS , sTj x ≤ 1}, (5.2)
4.4. Existence n
where sj ∈ R for all j ∈ JS , and JS is a finite index set.

The map F (·, ·) : Rn × Rm ⇒ Rn specified by (2.2) is a con- ( Appendix B.4) demonstrates that ⋂
∗
the proper C -sets Ri =
tinuous, with respect to the Hausdorff distance, locally bounded, (Ai Bi )T S ∗ ⊕ V ∗ , i ∈ I and R = i∈I Ri are also polytopic
sets, as formally stated by the following.
compact-valued, convex-valued, positively homogeneous of the
first degree set-valued map, in view of which the system x+ ∈
Proposition 5. Suppose
)∗ Assumption 2 holds. For any i ∈ I ,
F (x, u) is strictly stabilizable if and only if there exist a proper (
C -set L in Rn and a scalar λ ∈ [0, 1) such that Ri = (Ai Bi )T S ∗ ⊕ V ∗ is a proper C -polytopic set in Rn+m with,
possibly redundant, representation
∀x ∈ L , ∃u ∈ Rm :
Ri = {(x, u) : ∀(j, k) ∈ JS × JV ,
∀(A, B) ∈ M, Ax + Bu ∈ λL. (4.4)
(sTj Ai + vx Tk )x + (sTj Bi + vu Tk )u ≤ 1}. (5.3)
Since M is the convex hull of the finite collection {(Ai , Bi ) : i ∈ I }
Furthermore, R = i∈I Ri is also a proper C -polytopic set in Rn+m
⋂
of matrix pairs, relation (4.4) can be equivalently expressed as
with, possibly redundant, representation
∀x ∈ L , ∃u ∈ Rm :
R = {(x, u) : ∀(i, j, k) ∈ I × JS × JV ,
∀i ∈ I , Ai x + Bi u ∈ λL. (4.5)
(sTj Ai + vx Tk )x + (sTj Bi + vu Tk )u ≤ 1}. (5.4)
Thus, we say that the finite collection {(Ai , Bi ) : i ∈ I } of matrix The irreducible representation of the proper C -polytopic set R
pairs is strictly stabilizable if and only if there exists a proper C - can be obtained by solving at most cardinality(I ) · cardinality(JS ) ·
set L in Rn and a scalar λ ∈ [0, 1) such that the condition (4.5) cardinality(JV ) linear programming problems, and it takes the
holds true. following form
Given any proper C -set V in Rn+m , the existence of a proper
C -set S in Rn whose Minkowski function g(S , ·) is a robust control R = {(x, u) : ∀j ∈ JR , rx Tj x + ru Tj u ≤ 1}. (5.5)
Minkowski–Lyapunov function, implies in view of Proposition 4
The actual inequalities rx Tl x
+ ru Tl u
≤ 1 of the set R are indexed
that there exists a λ ∈ [0, 1) such that L = S and λ verify the
by a finite index set JR , and each (rxl , rul ), l ∈ JR satisfies
condition (4.4) or, equivalently, the condition (4.5). This fact, in
(rxl , rul ) = (ATi sj + vxk , BTi sj + vuk ) for a relevant index triplet
turn, implies that the finite collection {(Ai , Bi ) : i ∈ I } of matrix
(i, j, k) ∈ I × JS × JV determined by solving the mentioned linear
pairs is strictly stabilizable. programming problems.
On the other hand, given any proper C -set V in Rn+m , the strict Minkowski function g(S , ·) of a proper C -polytopic set S , sat-
stabilizability of the finite collection {(Ai , Bi ) : i ∈ I } of matrix isfying Assumption 2, is given, for all x ∈ Rn , by
pairs guarantees the existence of a Minkowski function g(S , ·) of
a proper C -set S in Rn that verifies the robust control Minkowski– g(S , x) = sTj x when x ∈ Sj , (5.6)
Lyapunov inequality (2.3). In particular, one can take S = θ L for where Sj , j ∈ JS are proper polyhedral cones in R n
a suitable θ ∈ (0, ∞) where L, together with some λ ∈ [0, 1),
verifies the condition (4.5) or, equivalently, the condition (4.4). Sj := {x : ∀k ∈ JS \ {j}, (sk − sj )T x ≤ 0}, (5.7)
5
S.V. Raković
and where the finite collection {Sj : j ∈ JS } forms a proper
polyhedral–conical partition of Rn . Hence, the fundamental prop-
erty of robust control Minkowski–Lyapunov functions can be
refined to a finite number of set inclusions involving polyhedral
cones as per the following fact, the proof of which is given in
Appendix B.5.
Corollary 2. Invoke Assumption 2. Let R be given by (5.5). Let also,
for all j ∈ JS , Sj be given by (5.7) and
YSj := {(x, u) : ∀k ∈ JR , (rxk − sj ) x + T
ru Tk u ≤ 0}. (5.8)
Minkowski function g(S , ·) verifies the robust control Minkowski–
Lyapunov inequality (2.3) if and only if
∀j ∈ J S , Sj ⊆ Px YSj . (5.9)
In this case, the set-valued map K(S , ·) is polyhedral,
polytopic-valued and Lipschitz continuous with respect to the
Hausdorff distance, as discussed in Appendix B.6.
Corollary 3. Invoke Assumption 2. Let R be given by (5.5). Let also,
for all j ∈ JS , Sj and YSj be given by (5.7) and (5.8), respectively.
The set-valued map K(S , ·) specified by (2.4) is given explicitly, for
all x ∈ Rn , by
K(S , x) = K(Sj , x) when x ∈ Sj , (5.10)
where, for all j ∈ JS and all x ∈ Sj ,
K(Sj , x) := {u : ∀k ∈ JR , ru Tk u ≤ (sj − rxk )T x}. (5.11)
Furthermore, when Minkowski function g(S , ·) verifies the robust
control Minkowski–Lyapunov inequality (2.3), the robustly stabiliz-
ing set-valued control map K(S , ·) is nonempty and polytopic-valued
relative to Rn , its graph is the finite union of polyhedral cones in
Rn+m
⋃
{(x, u) ∈ YSj : x ∈ Sj }, (5.12)
j∈JS
and it is Lipschitz continuous with respect to the Hausdorff distance.
6. Selected control applications
6.1. Robust stabilization
For any robust control Minkowski–Lyapunov function g(S , ·),
the related set-valued map K(S , ·) is, by its definition, robustly
stabilizing in the strong sense, i.e.,
∀x ∈ R n , ∀u ∈ K(S , x),
max g(S , Ax + Bu) + g(V , (x, u)) ≤ g(S , x). (6.1)
(A,B)∈M
Any control function κ (S , ·) : Rn → Rm that is a selection of
the robustly stabilizing set-valued control map K(S , ·) is robustly
stabilizing. A particularly interesting selection is the minimum
Euclidean norm control function given, for all x ∈ Rn , by
κ (S , x) := arg min{uT u : u ∈ K(S , x)} (6.2)
u
due to its uniqueness for any x ∈ Rn and its regularity properties.
Namely, when g(S , ·) is a robust control Minkowski–Lyapunov
function, the minimum Euclidean norm control function κ (S , ·)
specified by (6.2) is a continuous and positively homogeneous
of the first degree single-valued function if Assumption 1 holds,
which is, in addition, piecewise linear if Assumption 2 holds.
Given a robust control Minkowski–Lyapunov function g(S , ·),
the robustly stabilizing control actions, at any given x ∈ Rn , can
be computed numerically via convex optimization. The minimum
Euclidean norm control action can be, for any given x ∈ Rn ,
6
Automatica 125 (2021) 109437
implemented by evaluating γ = g(S , x) and by solving convex
minimization
minimize uT u
with respect to u, α ≥ 0 and β ≥ 0
subject to ∀i ∈ I , Ai x + Bi u ∈ α S ,
(x, u) ∈ β V ,
α + β ≤ γ. (6.3)
In the polytopic setting, the robustly stabilizing set-valued map
K(S , ·) is explicitly given by (5.10)–(5.11) and its values can be
evaluated by solving a set of linear inequalities. In this case, the
minimum Euclidean norm control action can be, for any given
x ∈ Rn , computed efficiently by determining any j ∈ JS such
that x ∈ Sj and by solving a strictly convex quadratic programme
minimize uT u
with respect to u
subject to ∀k ∈ J R , ru Tk u ≤ (sj − rxk )T x. (6.4)
6.2. Consistently improving robust optimal control
The finite horizon N robust optimal control for the system
x+ ∈ F (x, u) with F (·, ·) given by (2.2) and with Minkowski stage
and terminal cost functions, g(V , (·, ·)) and g(S , ·), takes the form
of an infinite dimensional minimaximization problem specified,
for any x ∈ Rn , by
N −1
∑
minimaximize g(V , (xk , uk )) + g(S , xN )
k=0
with respect to {xk }Nk=0 and {uk }Nk=−01
subject to ∀k ∈ {0, 1, . . . , N − 1}, xk+1 ∈ F (xk , uk )
with x0 = x, (6.5)
where, for typographical convenience, for each relevant k, uk :=
uk (xk ) and xk+1 := xk+1 (xk , uk ) are actually control and state func-
tions, and where the formulated minimaximization involves the
maximization with respect to sequences of such state functions
{xk }Nk=0 , which is followed by the minimization with respect to
sequences of such control functions {uk }Nk=−01 . Within our setting,
the outlined minimaximization is well defined for all N ≥ 1,
albeit this exact formulation is computationally very complex.
When Minkowski terminal cost function g(S , ·) is a robust control
Minkowski–Lyapunov function, the finite horizon N robust opti-
mal control is consistently improving in the sense that, for each
integer N ≥ 0,
∀x ∈ Rn , VN0+1 (x) ≤ VN0 (x), (6.6)
where VN0 (·) denotes the value function of the corresponding
minimaximization problem (6.5) with, by convention, V00 (x) :=
g(S , x) for all x ∈ Rn .
6.3. Stabilizing robust model predictive control
The previously discussed exact finite horizon N robust optimal
control also results in stabilizing robust model predictive control.
In particular, the corresponding robust model predictive control
law is u00 (x), which is, in general, set-valued map and which is
obtained from the first term of the minimaximizing sequence
of control functions {uk }Nk=−01 with respect to the minimaximiza-
tion problem (6.5). The corresponding robust model predictive
controlled uncertain dynamics take the form
x+ ∈ {z : z ∈ F (x, u), u ∈ u00 (x)}. (6.7)
S.V. Raković Automatica 125 (2021) 109437

When Minkowski terminal cost function g(S , ·) is a robust con-
trol Minkowski–Lyapunov function, the global robust stability of
the origin for the robust model predictive controlled uncertain
dynamics (6.7) is guaranteed. In particular, the related value
function VN0 (·) satisfies the usual decrease condition in the strong
sense, i.e.,
∀x ∈ Rn , ∀u ∈ u00 (x), ∀x+ ∈ F (x, u),
VN0 (x+ ) ≤ VN0 (x) − g(V , (x, u)).
7. Computations, illustration and conclusions
The computational methods discussed in Raković (2020a, Sec-
tion 7) apply with suitable generalizations to the verification
of the robust control Minkowski–Lyapunov inequality (2.3) and
the design of robust control Minkowski–Lyapunov functions, as
outlined below.
In light of Theorem 6, the verification problem is also equiv-
alent to the problem of checking if the set inclusion S ⊆ G −1 (S )
holds true, while, for instance, the set iteration given, for all
integers k ≥ 0, by
Sk+1 := G −1 (Sk ) with S0 := Px V (7.3)
allows for a systematic design of robust control Minkowski–
Lyapunov functions. Under Assumption 1 and when the finite
(6.8) collection {(Ai , Bi ) : i ∈ I } of the matrix pairs is strictly stabiliz-
able, the set sequence {Sk }k≥0 generated by the set iteration (7.3)
is the sequence of monotonically nonincreasing proper C -sets in
Rn that is inner bounded by a proper C -set in Rn . Thus, {Sk }k≥0
is convergent and its limit S is a proper C -set in Rn that satisfies
S = G −1 (S ). Under Assumption 2 and when the finite collection
{(Ai , Bi ) : i ∈ I } of the matrix pairs is strictly stabilizable, the sets
Sk are proper C -polytopic sets in Rn , and the limit S is a proper
C -polytopic set in Rn when it is finitely determined, i.e., when
Sk∗ = Sk∗ +1 for a finite integer k∗ .

7.1. Set-valued verification and design 7.2. Linear programming verification and design

Given a finite collection {(Ai , Bi ) : i ∈ I } of matrix pairs In the polytopic setting, Corollary 3 and the results of Walkup
and proper C -sets V and S , the problem of checking if Minkowski and Wets (1969) on lifting projections of convex polyhedral sets
function g(S , ·) verifies the robust control Minkowski–Lyapunov guarantee the existence of a continuous piecewise linear control
inequality (2.3) is known as the verification problem. By The- function κ (S , ·) such that
orem 3, the verification problem is equivalent to the problem ∀x ∈ Rn , κ (S , x) ∈ K(S , x). (7.4)
of checking if the set inclusion S ⊆ Px R holds true, while, by
Corollary 1, the verification problem is equivalent to the problem Such a (Lipschitz) continuous piecewise linear control function
of checking if a given proper C -set S is a robust control invariant κ (S , ·) can be represented, for all x ∈ Rn , by
set for the system x+ ∈ F (x, u) with F (·, ·) given by (2.2)
κ (S , x) = Kj x when x ∈ Kj , (7.5)
and the( state dependent constraints (x, u) ∈ R, where R =
∗ ∗
⋂ T ∗
)
i∈I (A i Bi ) S ⊕ V is a proper C -set. where {Kj : j ∈ JK } is a finite family of proper polyhedral
Given a finite collection {(Ai , Bi ) : i ∈ I } of matrix pairs cones forming a proper polyhedral–conical partition of Rn , and
and a proper C -set V , the problem of constructing a proper C -set {Kj ∈ Rm×n : j ∈ JK } is a finite collection of matrices.
S whose Minkowski function g(S , ·) verifies the robust control Hence, it makes perfect sense to consider a problem of checking
Minkowski–Lyapunov inequality (2.3) is known as the design if the robust control Minkowski–Lyapunov inequality (2.3) holds
problem. In light of Theorem 3, the design problem is equivalent true with u = κ (S , x). This verification problem applies to any
given proper polyhedral–conical partitions {Sj : j ∈ JS } and
to the problem of constructing a proper C -set S for which the
set inclusion S ⊆ Px R holds true, while, in view of Corollary 1,
{Kj : j ∈ JK } of Rn and collections of vectors {sj ∈ Rn : j ∈ JS }
and matrices {Kj ∈ Rm×n : j ∈ JK } such that (5.6), (5.7) and
the design problem is equivalent to the problem of constructing a
(7.5) hold true. In light of Corollaries 2 and 3, the answer to this
proper C -set S that is a robust control invariant set for the system
variant of the verification problem is positive if and only if
x+ ∈ F (x, u) with F (·, ·) given by (2.2)
⋂ and( the state dependent
∗ ∗
constraints (x, u) ∈ R, where R = ∀j ∈ JS , ∀k ∈ J K , ∀l ∈ J R ,
T ∗
)
i∈I (Ai Bi ) S ⊕ V is a
proper C -set.
∀x ∈ Sj ∩ Kk , (rxl − sj + KkT rul )T x ≤ 0. (7.6)
The verification and design problems can be addressed by
utilizing already existing algorithms in set invariance (Blanchini As discussed in Raković (2020a, Section 7.2), the relations (7.6)
& Miani, 2008) or their suitable modifications, the computa- are equivalent to membership relations
tional efficiency of which depends on specific representations of
∀j ∈ JS , ∀k ∈ J K , ∀l ∈ J R ,
the proper C -sets V and S . Inter alia, one such an approach is
based on the following result, the proof of which is provided in (rxl − sj + KkT rul ) ∈ (Sj ∩ Kk )∗ , (7.7)
Appendix B.7. ∗
where the polar cone C of a convex cone C is by definition
C ∗ := {x : ∀y ∈ C , yT x ≤ 0}, and where each polar cone
Theorem 6. Suppose Assumption 1 holds. Minkowski function
(Sj ∩ Kk )∗ is polyhedral. Hence, the above verification problem
g(S , ·) verifies the robust control Minkowski–Lyapunov inequal- can be efficiently addressed by checking feasibility of a system of
ity (2.3) if and only if affine inequalities and equalities representing the direct algebraic
S ⊆ G −1 (S ), (7.1) reformulation of (7.7).
The preceding verification problem can be made more flexible
where G −1
(·) is given, for any nonempty set X in R , by
n
by coupling it with a simultaneous design of a collection of
matrices {Kj ∈ Rm×n : j ∈ JK }. In this case, the continuity
G −1 (X ) := (I O){(x, u, γ ) : ∀i ∈ I , Ai x + Bi u ∈ γ X of the control function κ (S , ·) has to be ensured, which, in light
(x, u) ∈ (1 − γ )V , of (7.5), requires that, for all ∀(j, k) ∈ P (JK ), and all x ∈ Kj ∩
γ ∈ [0, 1]}, (7.2) Kk , it holds that Kj x = Kk x. P (JK ) is the set of pairs (j, k) ∈
JK × JK such that j ̸ = k and in which pairs (j, k) and (k, j) are,
with I ∈ R n×n
and O ∈ R n×(m+1)
. due to the symmetry, considered only once as the pair (j, k). As
7
S.V. Raković Automatica 125 (2021) 109437

also discussed in Raković (2020a, Section 7.2), such a continuity

condition can be equivalently expressed as
∀(j, k) ∈ P (JK ), ∀l ∈ {1, . . . , m},
(Kj l − Kkl ) ∈ (Kj ∩ Kk )∗ ∩ (−(Kj ∩ Kk )∗ ),
T
(7.8)
where Kj l denotes the lth row of the matrix Kj and where each
(Kj ∩ Kk )∗ (−(Ki ∩ Kj )∗ ) is a polyhedral cone. Hence, the ver-
⋂
ification with simultaneous design of a collection of matrices
{Kj ∈ Rm×n : j ∈ JK } problem can be efficiently addressed
by means of feasibility of a system of affine inequalities and
equalities representing the direct algebraic reformulations of (7.7)
and (7.8).
As also discussed in Raković (2020a, Section 7.2), the verifi- Fig. 1. Sets S , S 0 , S # and X .
cation problem can be made more flexible by coupling it with
simultaneous design of a collection of vectors {sj ∈ Rn : j ∈
JS }. In this case, it has to be ensured that S = {x : ∀j ∈
JS , sTj x ≤ 1} is a proper C -polytopic set whose Minkowski
function g(S , ·) satisfies (5.6) and (5.7). Such conditions can be
fulfilled by considering any given proper C -polytopic set T :=
{x : ∀j ∈ JT , θjT x ≤ 1} whose Minkowski function g(T , ·)
is given, for all x ∈ Rn , by g(T , x) = θjT x when x ∈ Tj where
Tj := {x : ∀k ∈ JT \ {j}, (θk − θj )T x ≤ 0}, and by setting
JS = JT and, for each j ∈ JS , Sj = Tj . In which case, it suffices
to ensure that α −1 T ⊆ S ⊆ β −1 T with (α, β ) ∈ (0, ∞) × (0, ∞)
and that g(S , x) = sTj x when x ∈ Sj . The latter conditions
can be equivalently rewritten as polyhedral–conical membership
conditions
Fig. 2. Restrictions of function g(S , ·) and Map K(S , ·) to S .
∀j ∈ JS , (sj − αθj ) ∈ S∗j with α ∈ (0, ∞) and
(βθj − sj ) ∈ S∗j with β ∈ (0, ∞), and
under hard state and control constraints
∀j ∈ JS , ∀k ∈ JS \ {j}, (sk − sj ) ∈ Sj .
∗
(7.9)
x ∈ X = [−10, 10] × [−10, 10] and u ∈ U = [−4, 4]
Thus, the verification with simultaneous design of a collection of
vectors {sj ∈ Rn : j ∈ JS } problem can be also efficiently was considered for an assigned set of initial conditions X0 :=
addressed via feasibility of a system of affine inequalities and 0.5X = [−5, 5] × [−5, 5]. In Blanchini and Miani (1999), the
equalities representing the direct algebraic reformulations of (7.7) solution to this robust stabilization under constraints problem
and (7.9). (In this case, sj , j ∈ JS are decision variables, and it is was obtained by constructing a robust λ-contractive set S # , which
necessary to utilize representation (5.4) of the set R in (7.7).) is a proper C -polytope satisfying X0 ⊆ S # ⊆ X and, with λ = 0.5,
The most flexible verification is the one coupled with simul-
taneous design of collections of vectors {sj ∈ Rn : j ∈ JS } and ∀x ∈ S # , ∃u ∈ U : ∀i ∈ {1, 2}, Ai x + Bi u ∈ λS # .
matrices {Kj ∈ Rm×n : j ∈ JK }; It can be performed via an
As observed in Blanchini and Miani (1999), the set X is not a ro-
iteration alternating between the verification with simultaneous
bust λ-contractive set for any λ ∈ [0, 1), and, hence, the method
design of a collection of vectors {sj ∈ Rn : j ∈ JS } and the
for robust stabilization under constraints considered in Blanchini
verification with simultaneous design of a collection of matrices
and Miani (1999) is not applicable for the assigned set of initial
{Kj ∈ Rm×n : j ∈ JK }. Furthermore, the proper polyhedral–
conditions X0 = X . The sets S # and X are plotted in Fig. 1 together
conical partitions {Sj : j ∈ JS } and {Kj : j ∈ JK } of
Rn can be refined iteratively so as to make the related verifica- with the sets 10S and 10S 0 . The sets S and S 0 are the generator
tion and design more flexible. Naturally, a more detailed treatise sets of robust control Minkowski–Lyapunov functions g(S , ·) and
of all intricate computational finesses is a research topic in its g(S 0 , ·) for the case when
own right, and, thus, it is the main theme of the companion V = [−1, 1] × [−1, 1] × [−1, 1].
paper, which unifies computational aspects for the verification
and design of control Minkowski–Lyapunov functions (Raković, The set S is constructed by a simplified version of the set it-
2020a) and robust control Minkowski–Lyapunov functions. (Note eration (7.3), in which the fixed value of γ = 0.6 is utilized
that even simpler computations of polyhedral Lyapunov functions and which converges in k∗ = 2 steps resulting in a proper C -
form a research theme in its own right (Giesl & Hafstein, 2015; polytopic set S with an irreducible representation (5.2) in which
Lazar, 2010).) cardinality(IS ) = 6. The set S 0 is constructed by the actual set
iteration (7.3), which converges in k∗ = 11 steps resulting in a
7.3. Academic illustration proper C -polytopic set S 0 with an irreducible representation (5.2)
in which cardinality(IS ) = 18. In light of Theorem 6, the sets S
We close this article by illustrating an application of our and S 0 satisfy S ⊆ G −1 (S ), S 0 = G −1 (S 0 ) and S ⊆ S 0 . Fig. 2
results to the tutorial example of Blanchini and Miani (1999), illustrates the polyhedral structure and Lipschitz continuity of
wherein the robust stabilization of the origin for a parametrically the robust control Minkowski–Lyapunov function g(S , ·) and the
uncertain linear system given via (2.1)–(2.2) with two pairs of associated robustly stabilizing set-valued control map K(S , ·).
system matrices (A1 , B1 ) and (A2 , B2 ) and with B1 = B2 = B and In this example, the set X is, however, the maximal robust
( ) ( ) ( )
1 1 0 1 0 control invariant set for the considered parametrically uncertain
A1 = 0.5 , A2 = 0.5 and B = ,
−1 1 −1 0 1 linear system and hard state and control constraints. In other
8
S.V. Raković
Fig. 3. Function g(S , X , ·) and Map K(S , X , ·).
words, the set X is the maximal set Z , w.r.t. set inclusion, such
that Z ⊆ X and
∀x ∈ Z , ∃u ∈ U : ∀i ∈ {1, 2}, Ai x + Bi u ∈ Z ,
and the related robust control invariance inducing set-valued
map I(X , ·) : X ⇒ U given, for all x ∈ X , by
I(X , x) := {u ∈ U : ∀i ∈ {1, 2}, Ai x + Bi u ∈ X },
is nonempty for all x ∈ X . Consequently, the set X is guaranteed
to be the maximal robust controlled domain of attraction of the
origin guaranteed by the robust control Minkowski–Lyapunov
function g(S , ·) if the set-valued map K(S , X , ·) given, for all x ∈
X , by
⋂
K(S , X , x) = K(S , x) I(X , x)
is nonempty for all x ∈ X . Fig. 3 depicts the restriction g(S , X , ·)
of the function g(S , ·) to the set X and the set-valued map
K(S , X , ·), and it illustrates that
∀x ∈ X , K(S , X , x) ̸= ∅,
which means that, for all x ∈ X , there exists a control u ∈ U that
ensures simultaneously the robust Lyapunov decrease of g(S , ·)
and robust control invariance of X .
Thus, the set X is, indeed, the maximal robust controlled do-
main of attraction of the origin guaranteed by the robust control
Minkowski–Lyapunov function g(S , ·). Figs. 4 and 5 illustrate the
robust controlled stability of the origin with the maximal robust
controlled domain of attraction under constraints by depicting a
sample of controlled extreme state and control actions sequences.
The plotted state sequences start from vertices of the set X
and are controlled by the constrained version of the minimum
Euclidean norm control function (6.4) in which K(S , X , x) is used
instead of K(S , x), while the realization of matrix pairs (A, B) takes
extreme values (i.e. either (A1 , B1 ) or (A2 , B2 )) at each time step.
The simulation time is N = 9, since the possible states and control
actions at time 9 are almost equal to 0.
This academic example illustrates that our results are advanta-
geously usable for the robust stabilization under constraints. Such
a beneficial utility is a consequence of the inherent topological
compatibility with the theory of robust control Lyapunov func-
tions, which can be obtained by utilizing different sets, S and D,
as the generator set S of a robust control Minkowski–Lyapunov
function and a related robust controlled domain of attraction of
the origin D. (The use of the robust λ-contractive sets (Blanchini
& Miani, 1999) enforces S = D, which is bound to be conservative
in the constrained setting.)
Acknowledgments
The author is grateful to the Editor, Associate Editor and Ref-
erees for timely, professional and constructive review.
9
Automatica 125 (2021) 109437
Fig. 4. Extreme state sequences: Space plots.
Fig. 5. Extreme state and control sequences: Time plots.
Appendix A. Definitions and terminology
A function f (·) : Rn → Rm is:
(a) positively homogeneous of the first degree if, for all x ∈ Rn
and all η ∈ R≥0 , f (ηx) = ηf (x),
(b) subadditive if, for all x ∈ Rn and all y ∈ Rn , f (x + y) ≤
f (x) + f (y), and
(c) sublinear if it is positively homogeneous of the first degree
and subadditive.
A set-valued map F (·) associates subsets F (x) of Rm to points
x in Rn . The graph of a set valued map F (·) : Rn ⇒ Rm is the set
{(x, y) : y ∈ F (x), x ∈ Rn }. A set-valued map F (·) : Rn ⇒ Rm
is:
(i) outer semicontinuous over Rn , if, for all x ∈ Rn , every
convergent sequence xk → x, and every convergent sequence
yk → y with yk ∈ F (xk ) it holds that y ∈ F (x),
(ii) locally bounded over Rn , if, for all x ∈ Rn , there is a
neighborhood X of x such that the set F (X ) := ∪x∈X F (x) is
bounded,
(iii) compact-valued over Rn , if, for all x ∈ Rn , F (x) is a compact
subset of Rm ,
(iv ) convex-valued over Rn , if, for all x ∈ Rn , F (x) is a convex
subset of Rm , and
(v ) positively homogeneous of the first degree, if, for all x ∈ Rn
and all η ∈ R≥0 , F (ηx) = ηF (x).
Given any two nonempty compact subsets X and Y of Rn , their
Hausdorff distance is
HBn (X , Y ) := min{η : X ⊆ Y ⊕ ηBn and Y ⊆ X ⊕ ηBn },
η≥0
where B is the closed unit Euclidean norm ball in Rn .
n
A set-valued map F (·) : Rn ⇒ Rm is continuous, w.r.t. the
Hausdorff distance, over Rn if, for all x ∈ Rn , for all ε > 0 there
exists a δ > 0 such that for all y ∈ Rn such that ∥y − x∥ ≤ δ it
holds that HBn (F (y), F (x)) ≤ ε .
A set-valued map F (·) : Rn ⇒ Rm is Lipschitz continuous,
w.r.t. the Hausdorff distance, if there exists a constant ~ ∈ [0, ∞)
S.V. Raković Automatica 125 (2021) 109437

such that |·|N = g(N , ·) for a symmetric, with respect to the origin, proper
C -set N in Rn . Since S is a proper C -set in Rn , it follows that
∀x ∈ R ,n
∀y ∈ R ,
n
HBn (F (x), F (y)) ≤ ~∥x − y∥.
d1 := min{d : S ⊆ dN , d ≥ 0} and
d
The intersection of finitely many closed half-spaces is a poly-
hedral set. A polytopic set is a bounded polyhedral set. A d2 := max{d : dN ⊆ S , d ≥ 0}
d
nonempty convex subset X of Rn such that x ∈ X implies that
are finite and strictly positive scalars such that
λx ∈ X for all λ ≥ 0 is a convex cone in Rn . A convex cone X
in Rn is a polyhedral cone if X is, in addition, a polyhedral set. ∀x ∈ R n , 1 g(N , x) ≤ g(S , x) ≤ d2 g(N , x).
d− 1 −1

A convex cone X is a proper cone if and only if X is closed, full

Since V is a proper C -set in Rn+m , Px V is a proper C -set in Rn , and
dimensional, and pointed (i.e., x ∈ X and −x ∈ X holds only for
x = 0). d3 := min{d : Px V ⊆ dN , d ≥ 0}
d
A finite collection of sets {Xi ⊆ Rn : i ∈ IX } forms a proper
polyhedral–conical partition of Rn if and only if each Xi is a proper is a finite and strictly positive scalar such that, for all x ∈
3 g(N , x) ≤ g(Px V , x). By the virtue of Raković (2019,
1
polyhedral cone in Rn , interior(Xi ) ∩ interior(Xj ) = ∅ for all i ∈ IX Rn , d−
and all j ∈ IX \ {i}, and ∪i∈IX Xi = Rn . Theorem 4), for all x ∈ Rn ,
g(Px V , x) = min g(V , (x, u)).
u∈Rm
Appendix B. Proofs
Hence,
∀x ∈ R n , ∀u ∈ Rm , 3 g(N , x) ≤ g(V , (x, u)).
d−1

B.1. Proof of Proposition 2.

By (2.3), for all x ∈ Rn there exists a u ∈ Rm such that

The proof is provided in a compactified form since it is an
adaptation of Raković (2020a, Proof of Proposition 3) to our
setting. Take any i ∈ I . Sets S ∗ and V ∗ are proper C -sets in Rn and
Rn+m , respectively, being polar sets of proper C -sets S and V . Set
(Ai Bi )T S ∗ is, thus, a C -set in Rn+m being a linear transformation
max g(S , Ax + Bu) + g(V , (x, u)) ≤ g(S , x),
(A,B)∈M
and, consequently, for all (x, u) ∈ Rn × Rm such that
max g(S , Ax + Bu) + g(V , (x, u)) ≤ g(S , x),
(A,B)∈M

of a proper C -set S ∗ . Hence, R∗i = (Ai Bi )T S ∗ ⊕ V ∗ is a proper in fact, it holds that

C -set in Rn+m being the Minkowski sum of a C -set (Ai Bi )T S ∗ and
a proper C -set V ∗ . Finally, Ri is a proper C -set in Rn+m being polar max g(S , Ax + Bu) − g(S , x) ≤ −d−
3 g(N , x).
1
(A,B)∈M
set of a proper C -set R∗i . The proof is completed by noting that,
Summarizing, for any vector norm |·|N on Rn and any robust
for all (x, u) ∈ Rn × Rm ,
control Minkowski–Lyapunov function g(S , ·), with c1 := min
g(Ri , (x, u)) = h(R∗i , (x, u)) 1 , d3 } and c2 := d2 ,
1 −1 −1
{d−
= h((Ai Bi )T S ∗ ⊕ V ∗ , (x, u)) ∀x ∈ R n , c1 |x|N ≤ g(S , x) ≤ c2 |x|N , and
= h((Ai Bi ) S , (x, u)) + h(V , (x, u))
T ∗ ∗
∀x ∈ R n ,∃u ∈ Rm :
= h(S ∗ , Ai x + Bi u) + h(V ∗ , (x, u)) max g(S , Ax + Bu) − g(S , x) ≤ −c1 |x|N .
(A,B)∈M
= g(S , Ai x + Bi u) + g(V , (x, u)).
B.4. Proof of Proposition 5.
B.2. Proof of Proposition 3.
In view of representations (5.1) and (5.2), applying the defini-
tion of the polar set to V and S yields,
First, since {Zi : i ∈ I } is a finite collection of proper
V ∗ = convh({(vxj , vuj ) : j ∈ JV }), and
C -sets Zi in Rn+m , their intersection Z :=
⋂
i∈I Z i is a proper
C -set in Rn+m . Next, take any arbitrary (x, u) ∈ Rn × Rm . Let S ∗ = convh({sj : j ∈ JS }).
α = maxi∈I g(Zi , (x, u)) and β = g(Z , (x, u)). By construction, Obviously, for any i ∈ I ,
α ∈ [0, ∞) and β ∈ [0, ∞), and we show that α = β .
For each i ∈ I , g(Zi , (x, u))⋂≤ α so that,⋂for each i ∈ I , (Ai Bi )T S ∗ = convh({(ATi sj , BTi sj ) : j ∈ JS }).
(x, u) ∈ α Zi . In turn, (x, u) ∈ i∈I α Zi = α i∈I Zi = α Z so Since convh(X ) ⊕ convh(Y ) = convh(X ⊕ Y ) by the virtue of
that (x, u) ∈ α Z . Hence, β ≤ α . Schneider (1993, Theorem 1.1.2), it follows that, for any i ∈ I ,
Likewise, (x, u) ∈ β Z and, since β Z = β i∈I Zi = i∈I β Zi ,
⋂ ⋂
R∗i = (Ai Bi )T S ∗ ⊕ V ∗ is given by
it follows that for each i ∈ I , (x, u) ∈ β Zi . In turn, for each i ∈ I ,
g(Zi , (x, u)) ≤ β , and maxi∈I g(Zi , (x, u)) ≤ β . Hence, α ≤ β . R∗i = convh{(ATi sj + vxk , BTi sj + vuk ) : (j, k) ∈ JS × JV }.
Consequently, since α ≤ β and β ≤ α , α = β . Hence, since In light of the definition of the polar set, as claimed, for any i ∈ I ,
(x, u) ∈ Rn × Rm was arbitrary, Ri = ((Ai Bi )T S ∗ ⊕ V ∗ )∗ is given by
∀(x, u) ∈ Rn × Rm , max g(Zi , (x, u)) = g(Z , (x, u)). Ri = {(x, u) : ∀(j, k) ∈ JS × JV ,
i∈I
(sTj Ai + vx Tk )x + (sTj Bi + vu Tk )u ≤ 1}.
⋂
B.3. Proof of Proposition 4. Since R = i∈I Ri , it follows that, as also claimed,

R = {(x, u) : ∀(i, j, k) ∈ I × JS × JV ,
The proof is an extension of Raković (2020a, Proof of Propo-
sition 2) to our setting. Take any vector norm |·|N on Rn . Then (sTj Ai + vx Tk )x + (sTj Bi + vu Tk )u ≤ 1}.

10
S.V. Raković
B.5. Proof of Corollary 2.
In view of the relations (5.6) and (5.7), the necessary and
sufficient condition (3.6) equivalently reads as,
∀j ∈ J S , ∀x ∈ Sj , ∃u ∈ Rm : (x, u) ∈ (sTj x)R,
which, in light of the relation (5.8), equivalently reads as
∀j ∈ J S , ∀x ∈ Sj , ∃u ∈ Rm : (x, u) ∈ YSj ,
which yields the claim.
B.6. Proof of Corollary 3.
The proof of this claim follows along the lines of Raković
(2020a, Proof of Theorem 6), and it is, hence, omitted.
B.7. Proof of Theorem 6.
The proof is an extension of Raković (2020a, Proof of Theo-
rem 12) to our setting. Due to the positive homogeneity of the
set-valued map F (·, ·) given by (2.2) as well as the involved
Minkowski functions and proper C - structure of the associated
generator sets, it is without loss of generality to consider arbitrary
x such that g(S , x) = 1.
If g(S , ·) is a robust control Minkowski–Lyapunov function,
there exists a u such that (2.3) holds true so that g(V , (x, u)) ≤
1 − maxi∈I g(S , Ai x + Bi u). Let γ := maxi∈I g(S , Ai x + Bi u) so
that γ ∈ [0, 1] and, for all i ∈ I , g(S , Ai x + Bi u) ≤ γ and
g(V , (x, u)) ≤ 1 − γ . Thus, for all i ∈ I , Ai x + Bi u ∈ γ S and
(x, u) ∈ (1 − γ )V with γ ∈ [0, 1]. Hence, x ∈ G −1 (S ) and
S ⊆ G −1 (S ).
If S ⊆ G −1 (S ) then there exists (u, γ ) such that γ ∈ [0, 1],
for all i ∈ I , Ai x + Bi u ∈ γ S and (x, u) ∈ (1 − γ )V . Hence
maxi∈I g(S , Ai x + Bi u) ≤ γ and g(V , (x, u)) ≤ 1 − γ . Clearly,
max(A,B)∈M g(S , Ax + Bu) = maxi∈I g(S , Ai x + Bi u) and, conse-
quently, max(A,B)∈M g(S , Ax + Bu) ≤ γ and g(V , (x, u)) ≤ 1 − γ .
Hence, max(A,B)∈M g(S , Ax + Bu) + g(V , (x, u)) ≤ 1 = g(S , x), and
g(S , ·) is a robust control Minkowski–Lyapunov function.
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Saša V. Raković received the Ph.D. degree in Control
Theory from Imperial College London. His Ph.D. the-
sis, entitled ‘‘Robust Control of Constrained Discrete
Time Systems: Characterization and Implementation’’,
was awarded the Eryl Cadwaladr Davies Prize as the
best Ph.D. thesis in the Department of Electrical and
Electronic Engineering at Imperial College London in
2005.
Saša V. Raković was affiliated with a number of
the worldwide well-known universities, including, in-
ter alia, Imperial College London, ETH Zürich, Oxford
University, the University of Maryland at College Park and the University of
Texas at Austin. He is currently a Full Professor with the School of Automation
of Beijing Institute of Technology, Beijing, China.
Saša V. Raković’s main research interests and contributions lie within the
areas of synthesis of control systems, analysis of dynamical systems and decision
making under constraints and uncertainty.