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Reports (Research Report) Year : 1993

Sketch of a theory of nonlinear partial information Min-Max control

Abstract

We sketch a dynamic programing type of theory for both continuous time and discrete time non linear partial information min-max control, using the "cost to come" function as the informational state. We use this theory to derive conditions under which a certainty equivalence principle holds. The condition derived is less powerful than what was known from direct investigation in the continuous time case, but more powerful in the discrete.

Domains

Other [cs.OH]
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Dates and versions

inria-00074651 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074651 , version 1

Cite

Pierre Bernhard. Sketch of a theory of nonlinear partial information Min-Max control. [Research Report] RR-2020, INRIA. 1993. ⟨inria-00074651⟩
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