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The uncertainty threshold principle - Some fundamental limitations of optimal decision making under dynamic uncertaintyThis note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.
Document ID
19770055137
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Athans, M.
(Massachusetts Inst. of Tech. Cambridge, MA, United States)
Ku, R.
(Massachusetts Inst. of Tech. Cambridge, MA, United States)
Gershwin, S. B.
(MIT Cambridge, Mass., United States)
Date Acquired
August 9, 2013
Publication Date
June 1, 1977
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-22
Subject Category
Cybernetics
Report/Patent Number
AD-A053064
AFOSR-78-0643TR
Accession Number
77A37989
Funding Number(s)
CONTRACT_GRANT: NSF SOC-76-05837
CONTRACT_GRANT: AF-AFOSR-77-3281
CONTRACT_GRANT: AF-AFOSR-72-2273
CONTRACT_GRANT: NGL-22-009-124
Distribution Limits
Public
Copyright
Other

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