Hostname: page-component-7479d7b7d-wxhwt Total loading time: 0 Render date: 2024-07-13T18:21:44.078Z Has data issue: false hasContentIssue false

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

Published online by Cambridge University Press:  15 August 2002

Get access

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 and the 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].

Type
Research Article
Copyright
© EDP Sciences, SMAI, 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)