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Min-max certainty equivalence principle and differential games

Abstract : This paper presents a version of the certainty equivalence principle, usable for nonlinear, variable end-time, partial observation zero-sum differential games, which states that under the unicity of the solution to the auxiliary problem, optimal controllers can be derived from the solution of the related perfect observation game. An example is provided where in one region, the new extended result holds, giving an optimal control and in another region, the unicity condition is not met, leading indeed to a non-certainty equivalent optimal controller.
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Reports (Research report)
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Submitted on : Wednesday, May 24, 2006 - 4:00:03 PM
Last modification on : Wednesday, October 26, 2022 - 8:16:49 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 6:03:50 PM


  • HAL Id : inria-00074652, version 1



Pierre Bernhard, Alain Rapaport. Min-max certainty equivalence principle and differential games. [Research Report] RR-2019, INRIA. 1993. ⟨inria-00074652⟩



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