A descent numerical method for optimization problems with nondifferentiable cost functionals
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Bertsekas, D. P.↗
Engineering topics
Bertsekas, D. P.
Publications and source records attributed to Bertsekas, D. P..
Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems.
The problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.
Bertsekas, D. P.↗
Infinite-time reachability of state-space regions by using feedback control.
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Bertsekas, D. P.↗
Recursive state estimation for a set-membership de scription of uncertainty
Linear dynamic system recursive state estimation for set-membership description of uncertainty under unknown input disturbances and observation errors
Bertsekas, D. P.↗
On the minimax reachability of target sets and target tubes
Closed-loop control of discrete time systems with uncertainty, discussing minimax reachability of target sets and tubes
Bertsekas, D. P.↗
On the minimax feedback control of uncertain dynamic systems.
In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.
Bertsekas, D. P.↗