On worst case design strategies

DOI10.1016/0898-1221(87)90107-6zbMath0629.90100OpenAlexW2070196343MaRDI QIDQ1094340

Tamer Başar, P. R. Kumar

Publication date: 1987

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(87)90107-6

zbMATH Keywords

recursionsequential decision processesMarkovian processgame against naturefinite state spaceworst case performancemin-max policymin-max value of the total expected cost

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

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Cites Work

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• Dynamic programming and stochastic control
• Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems