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Introduction to ZeroSum TwoPerson Games
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adaptive control problem Adaptive Control Systems adaptive process admissible allowable controls Appendix assumed Bayes control policy Bayes cost Bayes rules chapter command input consider control action control process control system designer convex convex sets criterion functional criterion of performance define Definition denoted described by Eq difference equation Dual Control Theory Dynamic Programming engineer estimate evaluate example exists expected cost expected value extended Bayes control given by Eq inf sup H(v least favorable distribution linear m(oo minimax control policy minimax policy Optimal Adaptive Control optimal control policy optimal control rule performance index plant player PN-i policy with respect priori distribution priori information probability density function probability distribution function Proof pure control policies random variable recurrence formula result Section sequence set of allowable statistical game sufficient statistic sup inf H(v Theorem total ordering true value unknown parameters Wiener process