Skip to Main content Skip to Navigation
Reports

Sketch of a theory of nonlinear partial information Min-Max control

Abstract : We sketch a dynamic programing type of theory for both continuous time and discrete time non linear partial information min-max control, using the "cost to come" function as the informational state. We use this theory to derive conditions under which a certainty equivalence principle holds. The condition derived is less powerful than what was known from direct investigation in the continuous time case, but more powerful in the discrete.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00074651
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 3:59:56 PM
Last modification on : Saturday, January 27, 2018 - 1:31:23 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 6:02:58 PM

Identifiers

  • HAL Id : inria-00074651, version 1

Collections

Citation

Pierre Bernhard. Sketch of a theory of nonlinear partial information Min-Max control. [Research Report] RR-2020, INRIA. 1993. ⟨inria-00074651⟩

Share

Metrics

Record views

104

Files downloads

77