Minimax decisions in some problems of control with many sources of disturbances

• Autorzy: Andrzej Grzybowski
• Języki publikacji: EN

Abstrakty

EN

In the paper, a stochastic system with many sources of disturbances is considered. These disturbances have distributions belonging to the exponential family with some unknown parameters. Moreover, it is assumed that a control is disturbed too. A horizon of control is a random variable with a known distribution. Under some additional assumptions the problem of Bayes and minimax control of such system is solved.

PL

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Słowa kluczowe

EN

Optimal stochastic control; Discrete-time systems

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1989
• Tom: 17
• Numer: 31

Daty

wydano

1989

online

1989-11-02

Twórcy

autor

Andrzej Grzybowski

Identyfikatory

DOI

10.14708/ma.v17i31.1761