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Equivalences between differential games and optimal controls

โœ Scribed by E. E. M. Rechtschaffen


Publisher
Springer
Year
1976
Tongue
English
Weight
355 KB
Volume
18
Category
Article
ISSN
0022-3239

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Min-max certainty equivalence principle
โœ Pierre Bernhard; Alain Rapaport ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 715 KB

This paper presents a version of the certainty equivalence principle, usable for nonlinear, variable endtime, 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 rel