Minimax control of a second order linear system

MaRDI QIDQ1088640zbMATH OpenFDO

Authors Zdzisław Porosiński, Stanisław Trybuła, Krzysztof J. Szajowski

Publication date 1986

Published in Opsearch (Search for Journal in Brave)

zbMATH Keywords

Bayes controldiscrete-time second-order linear stochastic systemminimax approachrandom horizon

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Review text

The authors deal with a discrete-time second-order linear stochastic system with a random horizon. They assume that the disturbances form a sequence of independent and identically distributed random variables with a distribution function belonging to an exponential family dependent on an unknown parameter \(\lambda\) with finite variance being a quadratic function of the mean. Further, they assume that the control horizon is a random variable with given distribution, independent of disturbances. The loss function is quadratic, non-negatively defined, dependent on state variables, controls and \(\lambda\). The aim of the paper is, first, to present the results for the Bayes control and, further, to study the minimax approach to the problem. At the end of the paper some remarks about higher order linear systems and minimax control for them are given.

Cited in

(5)

• When is a linear control system minimax?
• scientific article; zbMATH DE number 4170815 (Why is no real title available?)
• scientific article; zbMATH DE number 4120107 (Why is no real title available?)
• scientific article; zbMATH DE number 4120108 (Why is no real title available?)
• Remembrance of Zdzisław Porosiński (1955--2016)

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