A separation theorem for expected value and feared value discrete time control

Pierre Bernhard

ESAIM: Control, Optimisation and Calculus of Variations (1996)

  • Volume: 1, page 191-206
  • ISSN: 1292-8119

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Bernhard, Pierre. "A separation theorem for expected value and feared value discrete time control." ESAIM: Control, Optimisation and Calculus of Variations 1 (1996): 191-206. <http://eudml.org/doc/90495>.

@article{Bernhard1996,
author = {Bernhard, Pierre},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Markov decision processes; stochastic control; minimax control; max-plus algebra; dynamical games; Maslov's idempotent measure; separation theorems},
language = {eng},
pages = {191-206},
publisher = {EDP Sciences},
title = {A separation theorem for expected value and feared value discrete time control},
url = {http://eudml.org/doc/90495},
volume = {1},
year = {1996},
}

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
PY - 1996
PB - EDP Sciences
VL - 1
SP - 191
EP - 206
LA - eng
KW - Markov decision processes; stochastic control; minimax control; max-plus algebra; dynamical games; Maslov's idempotent measure; separation theorems
UR - http://eudml.org/doc/90495
ER -

References

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