Error analysis for approximate CVaR-optimal control with a maximum cost

DOI10.1093/IMAMCI/DNAF014MaRDI QIDQ6918160zbMATH OpenFDO

Authors Evan Arsenault, Margaret P. Chapman

Publication date 10 October 2025

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingreproducing kernel Hilbert spacesstochastic systemsfunction approximationrisk-aware control theory

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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