Title :
Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems
Author :
Bertsekas, D. ; Rhodes, Ian B.
Author_Institution :
Stanford University, Stanford, CA, USA
fDate :
4/1/1973 12:00:00 AM
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.
Keywords :
Discrete-time systems; Discrete-time systems, nonlinear; Minimax control; Nonlinear systems, discrete-time; Optimal control; Uncertain systems; Automatic control; Biographies; Control systems; Cost function; Feedback control; Minimax techniques; Optimal control; Stochastic systems; Uncertainty; Weight control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100241