On worst case design strategies
type: Item
instance of: scholarly article
title: On worst case design strategies
zbMATH Open document ID: 0629.90100
DOI: 10.1016/0898-1221(87)90107-6
author: Tamer Başar
author: P. R. Kumar
publication date: 1987-01-01T00:00:00Z
review text: A game against nature defined as a Markovian process with finite state space is considered. The controller tries to minimize a cost function and the nature attempts to maximize it. The main result obtains the min-max value of the total expected cost and a min-max policy by recursion.
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 4025199
zbMATH Keywords: sequential decision processes
zbMATH Keywords: worst case performance
zbMATH Keywords: game against nature
zbMATH Keywords: Markovian process
zbMATH Keywords: finite state space
zbMATH Keywords: min-max value of the total expected cost
zbMATH Keywords: min-max policy
zbMATH Keywords: recursion
reviewed by: Anton Ştefănescu
MaRDI profile type: Publication
full work available at URL: 0898-1221(87)90107-6
OpenAlex ID: W2070196343
cites work: Dynamic programming and stochastic control
cites work: Q5638152
cites work: Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems
published in: Computers & Mathematics with Applications
Recommended article: Constructing designs straightforwardly: Worst arising cases
Recommended article: Worst Case Design for Robust Compensation
Recommended article: Q4779122
Recommended article: Worst-case robust design optimization under distributional assumptions
Recommended article: Q3681837
Recommended article: Worst-case structural analysis
Recommended article: Worst-Case Analysis of Process Flexibility Designs
description: scientific article; zbMATH DE number 4025199