Title :
On the certainty equivalence principle and the optimal control of partially observed dynamic games
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
fDate :
11/1/1994 12:00:00 AM
Abstract :
The purpose of this paper is to explain that while in general the certainty equivalence controller does not achieve the optimal value of a dynamic min-max game with partial information, the optimal controller may be determined using the recently developed information state approach. Examples are provided illustrating when the certainty equivalence controller is or is not optimal
Keywords :
discrete time systems; feedback; game theory; linear systems; maximum principle; minimax techniques; nonlinear systems; optimal control; certainty equivalence control; discrete time system; dynamic minmax game; information state; optimal control; partially observed dynamic games; state feedback; Control systems; Costs; Linear systems; Optimal control; Output feedback; Riccati equations; Robust control; State estimation; State feedback; Stress control;
Journal_Title :
Automatic Control, IEEE Transactions on
