Article contents
A Separation Theorem for Expected Value and Feared Value Discrete Time Control
Published online by Cambridge University Press: 15 August 2002
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 andthe 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].
- Type
- Research Article
- Information
- Copyright
- © EDP Sciences, SMAI, 1996
- 8
- Cited by