On worst case design strategies (Q1094340): Difference between revisions
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Revision as of 12:26, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On worst case design strategies |
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On worst case design strategies (English)
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1987
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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.
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sequential decision processes
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worst case performance
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game against nature
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Markovian process
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finite state space
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min-max value of the total expected cost
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min-max policy
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recursion
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