Finite-Horizon H2/H∞ control for discrete-time stochastic systems with multiple decision makers.

Hiroaki Mukaidani Toru Yamamoto

Published in: ACC (2015)

Keyphrases

decision makers
finite horizon
stochastic systems
decision making
utility function
markov decision processes
optimal policy
control system
multistage
finite state
infinite horizon
stochastic models
data mining
non stationary
optimal control
lost sales