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期刊论文

Brief Paper Minimaxcontrol for discrete-time time-varying stochastic systems

郭先平Xianping Guoad Wen Yub Xiaoou Lic

Automatica 38(2002)1991-1998,-0001,():

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摘要/描述

This paper gives a self-contained presentation of minimaxcontrol for discrete-time time-varying stochastic systems under 3nite-and in3nite-horizon expected total cost performance criteria. Suitable conditions for the existence of minimax strategies are proposed. Also, we prove that the values of the 3nite-horizon problem converge to the values of the in3nite-horizon problems. Moreover, for 3nite-horizon problems an algorithm of calculation of minimaxstrategies is developed and tested by using time-varying stochastic systems.

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