Accession Number : AD0736832

Title :   On the Minimax Feedback Control of Uncertain Dynamic Systems,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING

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

Report Date : JAN 1972

Pagination or Media Count : 6

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 concerted 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, STOCHASTIC PROCESSES, MINIMAX TECHNIQUE, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE