Linear time-optimal control problem with incomplete information about state. Optimization of guaranteed result. (English) Zbl 0668.90105

The problem is to minimize the time for the transfer of a linear system from an initial position (which may be an arbitrary point of a ball) into a given target set. This problem is formulated and discussed here as a game against Nature in which the sets of pure strategies are: the set of all admissible controls for the first player and the given ball of the initial states for Nature.
Reviewer: O.Carja


91A23 Differential games (aspects of game theory)
93C15 Control/observation systems governed by ordinary differential equations
91A99 Game theory
93C05 Linear systems in control theory
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