Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach (Q4957639)

From MaRDI portal
scientific article; zbMATH DE number 7393119
Language Label Description Also known as
English
Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
scientific article; zbMATH DE number 7393119

    Statements

    Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach (English)
    0 references
    0 references
    9 September 2021
    0 references
    dynamic programming
    0 references
    optimal control
    0 references
    optimization
    0 references
    probability distribution
    0 references
    robustness
    0 references
    stochastic systems
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references