On the minimax feedback control of uncertain dynamic systems

Dimitri P. Bertsekas; Ian B. Rhodes

doi:10.1109/CDC.1971.4044796

On the minimax feedback control of uncertain dynamic systems

Dimitri P. Bertsekas, Ian B. Rhodes

Research output: Contribution to journal › Conference article › peer-review

7 Scopus citations

Abstract

In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

Original language	English (US)
Article number	4044796
Pages (from-to)	451-455
Number of pages	5
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/CDC.1971.4044796
State	Published - 1971
Externally published	Yes
Event	1971 IEEE Conference on Decision and Control, CDC 1971 - Including the 10th Symposium on Adaptive Process - Miami Beach, United States Duration: Dec 15 1971 → Dec 17 1971

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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10.1109/CDC.1971.4044796

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title = "On the minimax feedback control of uncertain dynamic systems",

abstract = "In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.",

author = "Bertsekas, {Dimitri P.} and Rhodes, {Ian B.}",

note = "Funding Information: tems Lab., Massachusetts Institute of Technology, Cambridge, Mass., and supported in part by the Air Force Office of Scientific Research under Grant AFOSR-69-1724 and by NASA under Grant NGL- 22-009 (124). Publisher Copyright: {\textcopyright} 1971 IEEE.; 1971 IEEE Conference on Decision and Control, CDC 1971 - Including the 10th Symposium on Adaptive Process ; Conference date: 15-12-1971 Through 17-12-1971",

year = "1971",

doi = "10.1109/CDC.1971.4044796",

language = "English (US)",

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journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0743-1546",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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AU - Bertsekas, Dimitri P.

AU - Rhodes, Ian B.

N1 - Funding Information: tems Lab., Massachusetts Institute of Technology, Cambridge, Mass., and supported in part by the Air Force Office of Scientific Research under Grant AFOSR-69-1724 and by NASA under Grant NGL- 22-009 (124). Publisher Copyright: © 1971 IEEE.

PY - 1971

Y1 - 1971

N2 - In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

AB - In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

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EP - 455

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

M1 - 4044796

T2 - 1971 IEEE Conference on Decision and Control, CDC 1971 - Including the 10th Symposium on Adaptive Process

Y2 - 15 December 1971 through 17 December 1971

ER -

On the minimax feedback control of uncertain dynamic systems

Abstract

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