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Minimax Control of Discrete-Time Stochastic Systems

Published:2002-01 Issue:5 Volume:41 Page:1626-1659
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

González-Trejo J. I.,Hernández-Lerma O.,Hoyos-Reyes L. F.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/S0363012901383837

Reference49 articles.

1. Zero-sum Markov games and worst-case optimal control of queueing systems

2. Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards

3. Model-based control of mold level in a continuous steel caster under model uncertainties

4. Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes

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2. Distributionally Robust Optimal and Safe Control of Stochastic Systems via Kernel Conditional Mean Embedding;2023 62nd IEEE Conference on Decision and Control (CDC);2023-12-13

3. On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies;Mathematics of Operations Research;2023-10-24

4. Automata-based controller synthesis for stochastic systems: A game framework via approximate probabilistic relations;Automatica;2023-01

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