On worst case design strategies (Q1094340): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / reviewed by | |||
| Property / reviewed by: Anton Stefanescu / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Anton Stefanescu / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0898-1221(87)90107-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2070196343 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dynamic programming and stochastic control / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5638152 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:12, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On worst case design strategies |
scientific article |
Statements
On worst case design strategies (English)
0 references
1987
0 references
A game against nature defined as a Markovian process with finite state space is considered. The controller tries to minimize a cost function and the nature attempts to maximize it. The main result obtains the min-max value of the total expected cost and a min-max policy by recursion.
0 references
sequential decision processes
0 references
worst case performance
0 references
game against nature
0 references
Markovian process
0 references
finite state space
0 references
min-max value of the total expected cost
0 references
min-max policy
0 references
recursion
0 references
