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Min‐max certainty equivalence principle and differential games
Author(s) -
Bernhard Pierre,
Rapaport Alain
Publication year - 1996
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199610)6:8<825::aid-rnc193>3.0.co;2-s
Subject(s) - certainty , differential game , equivalence (formal languages) , mathematics , usable , nonlinear system , differential (mechanical device) , mathematical economics , optimal control , mathematical optimization , computer science , discrete mathematics , engineering , physics , geometry , aerospace engineering , quantum mechanics , world wide web
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 result holds, giving an optimal control, and in another region, the unicity condition if is not met, leading indeed to a non‐certainty equivalent optimal controller.