Worst-case dual control: Basic results |
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| Authors: | S. M. Veres |
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| Affiliation: | School of Engineering Sciences , University of Southampton , Southampton, SO17 3AR, UK |
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| Abstract: | This paper considers the worst-case-dual control problem and discusses its basic properties. The Bellman equation is derived and some simple cases are analysed. Unmodelled dynamics bounded in l 1norm is accounted for. The case of infinite horizon cost function is considered for a special case. Finally simulations show the practical potential of these type of results. |
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