Let $n,r \in \mathbb{N}$. Let $A \in \mathbb{R}^{n \times n}$, $B \in \mathbb{R}^{n \times r}$, let $K \in \mathbb{R}^{r \times n}$, and let $W \subset \mathbb{R}^n$ be a compact disturbance set. Let $X \subset \mathbb{R}^n$ and $U \subset \mathbb{R}^r$ be compact convex constraint sets. Let $(w_k)_{k\geq 0}$ be a disturbance sequence with $w_k \in W$ for every $k \geq 0$. Let $(x_k)_{k\geq 0}$, $(z_k)_{k\geq 0}$, $(u_k)_{k\geq 0}$, and $(v_k)_{k\geq 0}$ be sequences with $x_k,z_k \in \mathbb{R}^n$ and $u_k,v_k \in \mathbb{R}^r$ for every $k \geq 0$, satisfying the uncertain dynamics
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\begin{align*}
x_{k+1}=Ax_k+Bu_k+w_k
\end{align*}
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and the nominal dynamics
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\begin{align*}
z_{k+1}=Az_k+Bv_k
\end{align*}
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for every $k \geq 0$. Let $E \subset \mathbb{R}^n$ be compact, and define the linear image of $E$ under $K$ by
For subsets $C,D$ of the same Euclidean space, define the Pontryagin difference by
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\begin{align*}
C\ominus D:=\{y:y+d\in C \text{ for every } d\in D\}.
\end{align*}
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Let $I$ be a closed-loop feasibility prefix, meaning that either $I=\{0,1,\dots,N\}$ for some integer $N\geq 0$ or $I=\{0,1,2,\dots\}$. Suppose that $x_0-z_0\in E$. Suppose that for every $k\in I$, the nominal state and nominal input satisfy