DocumentCode
2199972
Title
Discrete-time stochastic minimax control of partially observable systems
Author
Charalambous, C.D.
Author_Institution
Sch. of Inf. Technol. & Eng., Ottawa Univ., Ont., Canada
Volume
2
fYear
2001
fDate
2001
Firstpage
1277
Abstract
Presents a sample path optimization technique, as an alternative to the ensemble average in formulating and solving stochastic minimax dynamic games: The stochastic games are nonlinear, discrete-time, and partially observable. The controlled state and observation processes are subject to non-Gaussian inputs and square-summable disturbances
Keywords
discrete time systems; observers; optimisation; probability; stochastic games; stochastic systems; controlled observation processes; controlled state processes; discrete-time stochastic minimax control; nonGaussian inputs; partially observable systems; sample path optimization technique; square-summable disturbances; stochastic minimax dynamic games; Control systems; Councils; Filtration; Information technology; Minimax techniques; Process control; Random variables; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location
Orlando, FL
Print_ISBN
0-7803-7061-9
Type
conf
DOI
10.1109/.2001.981065
Filename
981065
Link To Document