A discrete-time min-max certainty equivalence principle

DOI10.1016/0167-6911(94)00027-SMaRDI QIDQ674046zbMATHFDO

Authors Pierre Bernhard

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Robust controlDiscrete-time systemsCertainty equivalenceMinimaxPartial information

Mathematics Subject Classification ID

(H^infty)-control (93B36) Discrete-time control/observation systems (93C55)

Cites work

• Min-max certainty equivalence principle and differential games
• On the certainty equivalence principle and the optimal control of partially observed dynamic games
• Risk-sensitive linear/quadratic/gaussian control
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach

Cited in

(1)

• A Separation Theorem for Expected Value and Feared Value Discrete Time Control

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