Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
DOI10.1007/PL00009843zbMATH Open0929.93038OpenAlexW2178973532MaRDI QIDQ1293695FDOQ1293695
Ian R. Petersen, Valery Ugrinovskii
Publication date: 10 January 2000
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00009843
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Sensitivity (robustness) (93B35) Observability (93B07) Model systems in control theory (93C99) Optimal stochastic control (93E20)
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- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
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