B. Moitié, M. Quincampoix & M. Veliov


Titre: "Optimal Control of Discrete-Time Uncertain Systems with Imperfect Measurement"


Abstract: We consider a discrete-time optimal control problem in the presence of bounded uncertainties in the dynamics and in the measurement. An optimal (in min-max sense) output-feedback controller is derived, based on the dynamic programming principle and the corresponding discrete-time Bellman-Isaacs equation. We propose a new formulation of the last equation in the estimation space, which allows approximation by a reduced order equation corresponding to a prescribed collection of estimation sets, that could be numerically tractable. The approach is illustrated up to numerical experiments by a well-known pursuit-evasion game on the plane, with incomplete information of the current state of the evader.

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