Maximum Entropy Models, Dynamic Games, and Robust Output Feedback Control for Automata

Maximum Entropy Models, Dynamic Games, and Robust Output Feedback Control for Automata

Title : Maximum Entropy Models, Dynamic Games, and Robust Output Feedback Control for Automata
Authors :
Rabi, Maben
Baras, John, S.
Conference : 44th IEEE Conference on Decision and Control and the European Control Conference (CDC-ECC '05) pp.1043-1049
Date: December 12 - December 15, 2005

In this paper, we develop a framework for designing controllers for automata which are robust with respect to uncertainties. A deterministic model for uncertainties is introduced, leading to a dynamic game formulation of the robust control problem. This problem is solved using an appropriate information state. We derive a Hidden Markov Model as the maximum entropy stochastic model for the automaton. A risk-sensitive stochastic control problem is formulated and solved for this Hidden Markov Model. The two problems are related using small noise limits.

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