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A Min-Max certainty equivalence principle for non-linear discrete-time control problems

Abstract : We extend to a setup comparable to that provided in a recent paper coauthored with Alain Rapaport ( report 2019) for the continuous time case, the main result of our paper (report 2020) in the discrete time case, thus obtaining the most comprehensive certainty equivalence principle for the discrete time problem todate.
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https://hal.inria.fr/inria-00074640
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 3:58:16 PM
Last modification on : Saturday, January 27, 2018 - 1:31:28 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 5:55:46 PM

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  • HAL Id : inria-00074640, version 1

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Pierre Bernhard. A Min-Max certainty equivalence principle for non-linear discrete-time control problems. [Research Report] RR-2031, INRIA. 1993. ⟨inria-00074640⟩

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