Finite horizon H∞ control for stochastic systems with multiple decision makers.

Hiroaki Mukaidani Mostak Ahmed Hua Xu

Published in: CDC (2015)

Keyphrases

decision makers
finite horizon
stochastic systems
decision making
infinite horizon
utility function
optimal policy
multistage
markov decision processes
stochastic models
non stationary
adaptive control
state space
markov decision process
chaotic systems