Min‐max certainty equivalence principle and differential games

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Min-Max Certainty Equivalence Principle and Differential Games

This paper presents a version of the Certainty Equivalence Principle, usable for nonlinear, variable end-time, partial observation Zero-Sum Differential Games, which states that under the unicity of the solution to the auxiliary problem, optimal controllers can be derived from the solution of the related perfect observation game. An example is provided where in one region, the new extended resu...

متن کامل

Certainty Equivalence Principle and Minimax Team Problems

We consider a team problem, with two decision makers for simplicity, where the uncertainties are dealt with in a minimax fashion rather than in a stochastic framework. We do not assume that the players exchange information at any time. Thus new ideas are necessary to investigate that situation. In contrast with the classical literature we do not use necessary conditions, but investigate to what...

متن کامل

Large Population Stochastic Dynamic Games: Closed-loop Mckean-vlasov Systems and the Nash Certainty Equivalence Principle

Abstract. We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We approach this large population game problem by the so-called Nash Certainty Equivalence (NCE) Principle which leads to a decentralized control synthesis. The McKean-Vlasov NCE method presented in this paper has a close connection wi...

متن کامل

Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle

We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor players individually have negligible impact, but they collectively contribute mean field coupling terms in the individual dynamics and costs. To overcome the dimensionality difficulty and obtain decentralized strategies, the...

متن کامل

Certainty Equivalence Implies Detectability

It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error e p , for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certain...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Robust and Nonlinear Control

سال: 1996

ISSN: 1049-8923,1099-1239

DOI: 10.1002/(sici)1099-1239(199610)6:8<825::aid-rnc193>3.3.co;2-j