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Robust Control and Dynamic Games

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Abstract

We describe several problems of “robust control” that have a solution using game theoretical tools. This is by no means a general overview of robust control theory beyond that specific purpose nor a general account of system theory with set description of uncertainties.

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Notes

  1. 1.

    See Barles (1994) and Bardi and Capuzzo-Dolcetta (1997) for a definition and fundamental properties.

  2. 2.

    See, however, in (Bernhard et al. 2013, Chap. 2) a probability-free derivation of Black and Scholes’ formula.

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Correspondence to Pierre Bernhard .

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Bernhard, P. (2018). Robust Control and Dynamic Games. In: Başar, T., Zaccour, G. (eds) Handbook of Dynamic Game Theory. Springer, Cham. https://doi.org/10.1007/978-3-319-44374-4_24

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