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A Separation Theorem for Expected Value and Feared Value Discrete Time Control

Published online by Cambridge University Press:  15 August 2002

Pierre Bernhard
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Abstract

We show how the use of a parallel between the ordinary (+, X) and the (max, +) algebras, Maslov measures that exploit this parallel, and more specifically their specialization to probabilities andthe corresponding cost measures of Quadrat, offer a completely parallel treatment of stochastic and minimax control of disturbed nonlinear discrete time systems with partial information. This paper is based upon, and improves, the discrete time part of the earlier paper [9].

Keywords

Dynamical systems / minimax control / max-plus algebra / dynamical games.
Type
Research Article
Information
ESAIM: Control, Optimisation and Calculus of Variations , Volume 1 , 1996 , pp. 191 - 206
Copyright
© EDP Sciences, SMAI, 1996

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