MINIMAX CONTROL OF DISCRETE-TIME STOCHASTIC SYSTEMS

被引：47
|
作者：
Gonzalez-Trejo, J. I. [1 ]
Hernandez-Lerma, O. [2 ]
Hoyos-Reyes, L. F. [1 ]
机构：
[1] Univ Autonoma Metropolitana Azcapotzalco, Dept Sistemas, Mexico City 02200, DF, Mexico
[2] CINVESTAV IPN, Dept Matemat, Mexico City 07000, DF, Mexico
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2003年 / 41卷 / 05期
关键词：
minimax control problems; Markov games with complete information; discrete-time stochastic control systems; games against nature;
D O I：
10.1137/S0363012901383837
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 unified, self-contained presentation of minimax control problems for discrete-time stochastic systems on Borel spaces, with possibly unbounded costs. The main results include conditions for the existence of minimax strategies for finite-horizon problems and infinite-horizon discounted and undiscounted (average) cost criteria. The results are specialized to control systems with unknown disturbance distributions-also known as games against nature. Two examples illustrate the theory, one of them on the mold level control problem, which is a key problem in the steelmaking industry.
引用
收藏
页码：1626 / 1659
页数：34
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