dc.contributor.author | Charalambous, Charalambos D. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.date.accessioned | 2019-04-08T07:45:06Z | |
dc.date.available | 2019-04-08T07:45:06Z | |
dc.date.issued | 2003 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43016 | |
dc.description.abstract | This note is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are square-integrable stochastic processes. The minimax dynamic game is formulated using an information state, which depends on the paths of the observed processes. The information state satisfies a partial differential equation of the Hamilton-Jacobi-Bellman (HJB) type. The HJB equation is employed to characterize the dissipation properties of the system, to derive a separation theorem between the design of the estimator and the controller, and to introduce a certainty-equivalence principle along the lines of Whittle. Finally, the separation theorem and the certainty-equivalence principle are applied to solve the linear-quadratic-Gaussian minimax game. The results of this note generalize the L2-gain of deterministic systems to stochastic analogs; they are related to the controller design of stochastic systems which employ risk-sensitive performance criteria, and to the controller design of deterministic systems which employ minimax performance criteria. | en |
dc.source | IEEE Transactions on Automatic Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0037291187&doi=10.1109%2fTAC.2002.808475&partnerID=40&md5=2cae1e452a1bd948b57839c6c5ea68d6 | |
dc.subject | Mathematical models | en |
dc.subject | Game theory | en |
dc.subject | Differential equations | en |
dc.subject | Stochastic control systems | en |
dc.subject | Certainty equivalence | en |
dc.subject | Dissipation | en |
dc.subject | Information state | en |
dc.subject | Nonlinear control systems | en |
dc.subject | Separation | en |
dc.subject | Stochastic minimax games | en |
dc.subject | Stochastic nonlinear minimax dynamic games | en |
dc.title | Stochastic nonlinear minimax dynamic games with noisy measurements | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/TAC.2002.808475 | |
dc.description.volume | 48 | |
dc.description.issue | 2 | |
dc.description.startingpage | 261 | |
dc.description.endingpage | 266 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | IEEE Trans Autom Control | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |