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.
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Rapport
[Research Report] RR-2020, INRIA. 1993
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https://hal.inria.fr/inria-00074651
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Soumis le : mercredi 24 mai 2006 - 15:59:56
Dernière modification le : samedi 27 janvier 2018 - 01:31:23
Document(s) archivé(s) le : mardi 12 avril 2011 - 18:02:58

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

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