Name
Abstract | ||
|---|---|---|
This paper gives a self-contained presentation of minimax control for discrete-time time-varying stochastic systems under finite- and infinite-horizon expected total cost performance criteria. Suitable conditions for the existence of minimax strategies are proposed. Also, we prove that the values of the finite-horizon problem converge to the values of the infinite-horizon problems. Moreover, for finite-horizon problems an algorithm of calculation of minimax strategies is developed and tested by using time-varying stochastic systems. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1016/S0005-1098(02)00119-X | Automatica (Journal of IFAC) |
Keywords | Field | DocType |
Minimax techniques,Time-varying system,Stochastic system | Minimax,Mathematical optimization,Control theory,Minimax approximation algorithm,Discrete time and continuous time,Total cost,Mathematics | Journal |
Volume | Issue | ISSN |
38 | 11 | 0005-1098 |
Citations | PageRank | References |
1 | 0.44 | 8 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xianping Guo | 1 | 141 | 25.92 |
| Wen Yu | 2 | 283 | 22.70 |
| Xiaoou Li | 3 | 550 | 61.95 |