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
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;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.981065
