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Finite Horizon Minimax Optimal Control of Stochastic Partially Observed Time Varying Uncertain Systems

✍ Scribed by Valery A. Ugrinovskii; Ian R. Petersen

Publisher
Springer
Year
1999
Tongue
English
Weight
223 KB
Volume
12
Category
Article
ISSN
0932-4194

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We consider a class of time-varying R d -valued control models, and with possibly unbounded costs. The processes evolve according to the system equation xn+1 = Gn(xn; an) + n (n ∈ N), where { n} are i.i.d. random vectors and {Gn} a sequence of known functions converging to some function G∞. Under su