Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6417843 | Journal of Mathematical Analysis and Applications | 2014 | 17 Pages |
Abstract
We examine the average minimax control problem on a general state space with an unbounded cost function. The controller is uncertain about his model in the sense that he deals with a range of alternative models as possibly true. The aim of this paper is to establish the optimality inequality and to provide a minimax strategy for the controller. A new feature in our approach is an application of a generalised Tauberian relation that, in turn, allows us to impose relatively weak assumptions.
Keywords
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Anna JaÅkiewicz, Andrzej S. Nowak,