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Worst-case dual control: basic results

Worst-case dual control: basic results
Worst-case dual control: basic results
This paper considers the worst-case-dual control problem and discusses its basic properties. The Bellman equation is derived and some simple cases are analysed. Unmodelled dynamics bounded in l1norm is accounted for. The case of infinite horizon cost function is considered for a special case. Finally simulations show the practical potential of these type of results.
0020-3270
1621-1646
Veres, S.M.
909c60a0-56a3-4eb6-83e4-d52742ecd304
Veres, S.M.
909c60a0-56a3-4eb6-83e4-d52742ecd304

Veres, S.M. (2000) Worst-case dual control: basic results. International Journal of Control, 73 (18), 1621-1646. (doi:10.1080/00207170050201726).

Record type: Article

Abstract

This paper considers the worst-case-dual control problem and discusses its basic properties. The Bellman equation is derived and some simple cases are analysed. Unmodelled dynamics bounded in l1norm is accounted for. The case of infinite horizon cost function is considered for a special case. Finally simulations show the practical potential of these type of results.

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Published date: 2000
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Identifiers

Local EPrints ID: 21459
URI: http://eprints.soton.ac.uk/id/eprint/21459
DOI: doi:10.1080/00207170050201726
ISSN: 0020-3270
PURE UUID: e0b84c7b-04d8-407e-8aff-60f6ee45fa23

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Date deposited: 08 Feb 2007
Last modified: 15 Mar 2024 06:30

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Author: S.M. Veres

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