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Minimax control problem

Wednesday, May 9, 2018 - 3:00pm - 3:30pm
Tomás Prieto Rumeau (Universidad Nacional de Educación a Distancia (UNED))
We study a minimax control problem with general state and action spaces under the discounted cost optimality criterion. We are interested in approximating numerically the value function and an optimal strategy of this general discounted minimax control problem. To do so, we provide an approximating minimax control model with finite state and action spaces, and hence computationally tractable.
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