Minimax Control of Discrete-Time Stochastic Systems

Authors:
J. I. González-Trejo;O. Hernández-Lerma;L. F. Hoyos-Reyes
Affiliations:
-;-;-
Venue:
SIAM Journal on Control and Optimization
Year:
2002

Citing 0
Cited 3

Semi-Markov Control Models with Partially Known Holding Times Distribution: Discounted and Average Criteria

Acta Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications
Brief Minimax control for discrete-time time-varying stochastic systems

Automatica (Journal of IFAC)
A stochastic games framework for verification and control of discrete time stochastic hybrid systems

Automatica (Journal of IFAC)

Quantified Score

Hi-index	0.01

Visualization

Abstract

This paper gives a unified, self-contained presentation of minimax control problems for discrete-time stochastic systems on Borel spaces, with possibly unbounded costs. The main results include conditions for the existence of minimax strategies for finite-horizon problems and infinite-horizon discounted and undiscounted (average) cost criteria. The results are specialized to control systems with unknown disturbance distributions---also known as games against nature. Two examples illustrate the theory, one of them on the mold level control problem, which is a key problem in the steelmaking industry.