A discrete-time min-max certainty equivalence principle

DOI10.1016/0167-6911(94)00027-SzbMATH Open0877.93070MaRDI QIDQ674046FDOQ674046

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

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

Cited In (1)

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

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