A Min-Max certainty equivalence principle for non-linear discrete-time control problems

Pierre Bernhard (1)

1 MIAOU - Mathematics and Computing in Automatic Control and Optimization for the User

We extend to a setup comparable to that provided in a recent paper coauthored with Alain Rapaport ( report 2019) for the continuous time case, the main result of our paper (report 2020) in the discrete time case, thus obtaining the most comprehensive certainty equivalence principle for the discrete time problem todate.

Domaines: Autre [cs.OH]

Pierre Bernhard. A Min-Max certainty equivalence principle for non-linear discrete-time control problems. [Research Report] RR-2031, INRIA. 1993. ⟨inria-00074640⟩