TY - JOUR
T1 - Sufficiently Informative Functions and the Minimax Feedback Control of Uncertain Dynamic Systems
AU - Bertsekas, Dimitri P.
AU - Rhodes, Ian B.
N1 - Copyright:
Copyright 2015 Elsevier B.V., All rights reserved.
PY - 1973/4
Y1 - 1973/4
N2 - 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.
AB - 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.
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U2 - 10.1109/TAC.1973.1100241
DO - 10.1109/TAC.1973.1100241
M3 - Article
AN - SCOPUS:0015617432
VL - 18
SP - 117
EP - 124
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 0018-9286
IS - 2
ER -