Minimax control for discrete-time time-varying stochastic systems

被引：1
|
作者：
Guo, XP
Yu, W [1 ]
Li, XO
机构：
[1] IPN, CINVESTAV, Dept Automat Control, Mexico City 07360, DF, Mexico
[2] Zhongshan Univ, Dept Stat Sci, Guangzhou, Peoples R China
[3] IPN, CINVESTAV, Dept Ingn Elect, Secc Computac, Mexico City 07360, DF, Mexico
[4] IPN, CINVESTAV, Dept Matemat, Mexico City 07360, DF, Mexico
来源：
AUTOMATICA | 2002年 / 38卷 / 11期
关键词：
minimax techniques; time-varying system; stochastic system;
D O I：
10.1016/S0005-1098(02)00119-X
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：1991 / 1998
页数：8
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