A Separation Theorem for Expected Value and Feared Value Discrete Time Control

Bernhard, Pierre. "A Separation Theorem for Expected Value and Feared Value Discrete Time Control." ESAIM: Control, Optimisation and Calculus of Variations 1 (2010): 191-206. <http://eudml.org/doc/197351>.

@article{Bernhard2010,
abstract = { We show how the use of a parallel between the ordinary (+, X) and the (max, +) algebras, Maslov measures that exploit this parallel, and more specifically their specialization to probabilities and the corresponding cost measures of Quadrat, offer a completely parallel treatment of stochastic and minimax control of disturbed nonlinear discrete time systems with partial information. This paper is based upon, and improves, the discrete time part of the earlier paper [9]. },
author = {Bernhard, Pierre},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Dynamical systems / minimax control / max-plus algebra / dynamical games.; Markov decision processes; stochastic control; minimax control; max-plus algebra; dynamical games; Maslov's idempotent measure; separation theorems},
language = {eng},
month = {3},
pages = {191-206},
publisher = {EDP Sciences},
title = {A Separation Theorem for Expected Value and Feared Value Discrete Time Control},
url = {http://eudml.org/doc/197351},
volume = {1},
year = {2010},
}

TY - JOUR
AU - Bernhard, Pierre
TI - A Separation Theorem for Expected Value and Feared Value Discrete Time Control
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 191
EP - 206
AB - We show how the use of a parallel between the ordinary (+, X) and the (max, +) algebras, Maslov measures that exploit this parallel, and more specifically their specialization to probabilities and the corresponding cost measures of Quadrat, offer a completely parallel treatment of stochastic and minimax control of disturbed nonlinear discrete time systems with partial information. This paper is based upon, and improves, the discrete time part of the earlier paper [9].
LA - eng
KW - Dynamical systems / minimax control / max-plus algebra / dynamical games.; Markov decision processes; stochastic control; minimax control; max-plus algebra; dynamical games; Maslov's idempotent measure; separation theorems
UR - http://eudml.org/doc/197351
ER -