On the Minimax Feedback Control of Uncertain Dynamic Systems,
Abstract
In the paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is concerted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD0736832
Entities
People
- Dimitri P. Bertsekas
- Ian B. Rhodes
Organizations
- Massachusetts Institute of Technology