Accession Number:

AD0736832

Title:

On the Minimax Feedback Control of Uncertain Dynamic Systems,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

6.0

Abstract:

In the 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 concerted 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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE