Minimax -- or feared value -- \(L ^{1}\)/\(L ^{\infty}\) control
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Publication:1870584
DOI10.1016/S0304-3975(02)00230-XzbMath1026.93053OpenAlexW2083501427MaRDI QIDQ1870584
Publication date: 14 May 2003
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-3975(02)00230-x
Sensitivity (robustness) (93B35) Optimal stochastic control (93E20) Optimality conditions for minimax problems (49K35)
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Cites Work
- Characterization of barriers of differential games
- A Separation Theorem for Expected Value and Feared Value Discrete Time Control
- Differential games with maximum cost
- On a theorem of Danskin with an application to a theorem of Von Neumann-Sion
- Partially Observed Differential Games, Infinite-Dimensional Hamilton–Jacobi–Isaacs Equations, and Nonlinear $H_\infty $ Control
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