Minimax Control of Discrete-Time Stochastic Systems

Autor:	Onésimo Hernández-Lerma, J. I. González-Trejo, L. F. Hoyos-Reyes
Rok vydání:	2002
Předmět:	Mathematical optimization Control and Optimization Discrete time and continuous time Applied Mathematics Control system Control (management) Key (cryptography) Minimax Mathematics
Zdroj:	SIAM Journal on Control and Optimization. 41:1626-1659
ISSN:	1095-7138 0363-0129
DOI:	10.1137/s0363012901383837
Popis:	This paper gives a unified, self-contained presentation of minimax control problems for discrete-time stochastic systems on Borel spaces, with possibly unbounded costs. The main results include conditions for the existence of minimax strategies for finite-horizon problems and infinite-horizon discounted and undiscounted (average) cost criteria. The results are specialized to control systems with unknown disturbance distributions---also known as games against nature. Two examples illustrate the theory, one of them on the mold level control problem, which is a key problem in the steelmaking industry.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::42818b23010b032022d0e57b71017763 https://doi.org/10.1137/s0363012901383837 Zobrazit plný text záznamu Plný text ve formátu PDF