Optimal control of uncertain stochastic systems subject to total variation distance uncertainty (Q4905923)
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scientific article; zbMATH DE number 6137803
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| English | Optimal control of uncertain stochastic systems subject to total variation distance uncertainty |
scientific article; zbMATH DE number 6137803 |
Statements
Optimal Control of Uncertain Stochastic Systems Subject to Total Variation Distance Uncertainty (English)
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21 February 2013
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optimal stochastic control
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minimax problems
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total variation
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uncertain stochastic controlled systems
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total variation distance uncertainty
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\(L_{\infty}\) norms
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dynamic programming equation
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linear quadratic case
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value function
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uncertain systems
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viscosity solution
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HJB equation
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0.8157572150230408
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0.7991887331008911
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0.7945717573165894
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0.7932392954826355
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0.7827250957489014
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