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- W183462673 abstract "In this chapter we extend the Dynamic Programming (DP) approach to multimodel Optimal Control Problems (OCPs). We deal with the robust optimization of multimodel control systems and are particularly interested in the Hamilton–Jacobi–Bellman (HJB) equation for the above class of problems. Here we study a variant of the HJB for multimodel OCPs and examine the natural relationship between the Bellman DP techniques and the Robust Maximum Principle (MP). Moreover, we describe how to carry out the practical calculations in the context of multimodel LQ problems and derive the associated Riccati-type equation. In this chapter we follow Azhmyakov et al. (Nonlinear Anal. 72:1110–1119, )." @default.
- W183462673 created "2016-06-24" @default.
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- W183462673 date "2012-01-01" @default.
- W183462673 modified "2023-09-27" @default.
- W183462673 title "Dynamic Programming for Robust Optimization" @default.
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- W183462673 doi "https://doi.org/10.1007/978-0-8176-8152-4_12" @default.
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