Finite-horizon optimal control with pointwise cost functional (Q1207816): Difference between revisions

The paper presents a discrete-time optimal control problem in which the payoff is the highest instantaneous cost that may occur during the time horizon, the uncertainty being known to belong to a given set. Two examples of applications of the target set reachability problem and to the control of a storage system are solved with the aid of the dynamic programming method.

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zbMATH Keywords

discrete-time optimal control

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reviewed by

Ernst G. Al'brekht

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MaRDI profile type

MaRDI publication profile

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cites work

Target set reachability criteria for dynamical systems described by inaccurate models

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A minimax theorem for guaranteed terminal error

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Dynamic programming and stochastic control

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Infinite time reachability of state-space regions by using feedback control

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On the minimax reachability of target sets and target tubes

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Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems

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Adaptive guaranteed cost control of systems with uncertain parameters

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Ellipsoidal bounds for sets of attainability and uncertainty in control problems

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Reachability of Perturbed Systems and Min Sup Problems

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Synthesis of min-max strategies

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A minimax optimal control problem

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A property of an autonomous minimax optimal control problem

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Robust stability and performance of systems with structured and bounded uncertainties: an extension of the guaranteed cost control approach

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Numerical solution of minimax problems of optimal control. II

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Estimation theory for nonlinear models and set membership uncertainty

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Optimal estimation theory for dynamic systems with set membership uncertainty: An overview

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A min-max approach to storage control problems

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Infinite-horizon minimax control with pointwise cost functional

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A general sufficiency theorem for minimax control

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A quadratic programming dual algorithm for minimax control

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Minimax Problems with Unilateral Curves in the Calculus of Variations

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A standard form for sequential stochastic control

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full work available at URL

https://doi.org/10.1016/0096-3003(92)90087-h

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Identifiers

zbMATH Open document ID

0773.49013

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DOI

10.1016/0096-3003(92)90087-H

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1207816

@@ Property / reviewed by @@
-Ernst G. Al'brekht
@@ Property / reviewed by: Ernst G. Al'brekht / rank @@
-Normal rank
@@ Property / reviewed by @@
+Ernst G. Al'brekht
@@ Property / reviewed by: Ernst G. Al'brekht / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Target set reachability criteria for dynamical systems described by inaccurate models
+Normal rank
@@ Property / cites work @@
+A minimax theorem for guaranteed terminal error
@@ Property / cites work: A minimax theorem for guaranteed terminal error / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and stochastic control
@@ Property / cites work: Dynamic programming and stochastic control / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite time reachability of state-space regions by using feedback control
+Normal rank
@@ Property / cites work @@
+On the minimax reachability of target sets and target tubes
+Normal rank
@@ Property / cites work @@
+Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems
+Normal rank
@@ Property / cites work @@
+Adaptive guaranteed cost control of systems with uncertain parameters
+Normal rank
@@ Property / cites work @@
+Ellipsoidal bounds for sets of attainability and uncertainty in control problems
+Normal rank
@@ Property / cites work @@
+Reachability of Perturbed Systems and Min Sup Problems
+Normal rank
@@ Property / cites work @@
+Synthesis of min-max strategies
@@ Property / cites work: Synthesis of min-max strategies / rank @@
+Normal rank
@@ Property / cites work @@
+A minimax optimal control problem
@@ Property / cites work: A minimax optimal control problem / rank @@
+Normal rank
@@ Property / cites work @@
+A property of an autonomous minimax optimal control problem
+Normal rank
@@ Property / cites work @@
+Robust stability and performance of systems with structured and bounded uncertainties: an extension of the guaranteed cost control approach
+Normal rank
@@ Property / cites work @@
+Numerical solution of minimax problems of optimal control. II
+Normal rank
@@ Property / cites work @@
+Estimation theory for nonlinear models and set membership uncertainty
+Normal rank
@@ Property / cites work @@
+Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
+Normal rank
@@ Property / cites work @@
+A min-max approach to storage control problems
@@ Property / cites work: A min-max approach to storage control problems / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite-horizon minimax control with pointwise cost functional
+Normal rank
@@ Property / cites work @@
+A general sufficiency theorem for minimax control
@@ Property / cites work: A general sufficiency theorem for minimax control / rank @@
+Normal rank
@@ Property / cites work @@
+A quadratic programming dual algorithm for minimax control
+Normal rank
@@ Property / cites work @@
+Minimax Problems with Unilateral Curves in the Calculus of Variations
+Normal rank
@@ Property / cites work @@
+A standard form for sequential stochastic control
@@ Property / cites work: A standard form for sequential stochastic control / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0096-3003(92)90087-h
+Normal rank
@@ Property / OpenAlex ID @@
+W2062875458
@@ Property / OpenAlex ID: W2062875458 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1207816