Minimax controller design for discrete-time time-varying stochastic systems

被引：0
|
作者：
Yu, W [1 ]
Guo, XP [1 ]
机构：
[1] IPN, CINVESTAV, Dept Automat Control, Mexico City 07360, DF, Mexico
来源：
PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 2002年
关键词：
D O I：
暂无
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 axe 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.
引用
收藏
页码：598 / 603
页数：6
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