Accession Number : AD0736810

Title :   Sufficiently Informative Functions and the Minimax Feedback Control of Uncertain Dynamic Systems,

Corporate Author : WASHINGTON UNIV ST LOUIS MO CONTROL SYSTEMS SCIENCE AND ENGINEERING

Personal Author(s) : Bertsekas,Dimitri P. ; Rhodes,Ian B.

Report Date : DEC 1971

Pagination or Media Count : 25

Abstract : In the paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), DYNAMIC PROGRAMMING, MINIMAX TECHNIQUE, STOCHASTIC PROCESSES, SEQUENTIAL ANALYSIS, FEEDBACK, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE