Optimal Control with Imprecise Gain through Dynamic Programming
نویسندگان
چکیده
We generalise the optimisation technique of dynamic programming for discrete-time systems with an uncertain gain function. The main objective in optimal control is to find out how a system can be influenced, or controlled, in such a way that it its behaviour satisfies certain requirements, while at the same time maximising a given gain function. A very effective method for solving such problems, is the well-known recursive dynamic programming method, introduced by Richard Bellman [1].
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