dc.contributor.author | Charalambous, Charalambos D. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.date.accessioned | 2019-04-08T07:45:07Z | |
dc.date.available | 2019-04-08T07:45:07Z | |
dc.date.issued | 1999 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43020 | |
dc.description.abstract | This paper 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. First, the minimax dynamic game is formulated using an information state, which satisfies a stochastic partial differential equation. Subsequently, a separation theorem is derived between the estimation and the control problems. Second, a certainty-equivalence principle is introduced along the lines of Whittle, by defining the future stress, the past stress, the minimum stress and the certainty-equivalence controller. Third, the separation theorem and the certainty-equivalence principle are applied to solve the linear-quadratic-Gaussian minimax game. The optimal control and the certainty-equivalence control are shown to be identical. The results of this paper generalize the L2-gain of deterministic systems to stochastic analogs; they are related to the controller design of stochastic risk-sensitive control and minimax deterministic dynamic games. | en |
dc.publisher | IEEE | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033324956&partnerID=40&md5=9b246f853dc00e6e4ec6982df841b1d3 | |
dc.subject | Game theory | en |
dc.subject | Random processes | en |
dc.subject | Optimal control systems | en |
dc.subject | Stochastic control systems | en |
dc.subject | Information state | en |
dc.subject | Stochastic nonlinear minimax dynamic games | en |
dc.subject | Certainty equivalence control | en |
dc.subject | Certainty equivalence principle | en |
dc.subject | Control system synthesis | en |
dc.subject | Noisy measurements | en |
dc.subject | Partial differential equations | en |
dc.subject | Risk sensitive stochastic control problems | en |
dc.subject | Separation theorem | en |
dc.subject | White noise | en |
dc.title | Stochastic nonlinear minimax dynamic games with noisy measurements | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.description.volume | 5 | |
dc.description.startingpage | 5044 | |
dc.description.endingpage | 5049 | |
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 | Conference Object | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |