Abstract
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. A limited class of problems for which this decomposition simplifies the computation and implementation of the optimal controller is delineated.
Original language | English (US) |
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Pages (from-to) | 117-124 |
Number of pages | 8 |
Journal | IEEE Transactions on Automatic Control |
Volume | 18 |
Issue number | 2 |
DOIs | |
State | Published - Apr 1973 |
Externally published | Yes |
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering