Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity (Q5232245)

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scientific article; zbMATH DE number 7100204
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Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
scientific article; zbMATH DE number 7100204

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    Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity (English)
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    30 August 2019
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    stochastic control
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    Markov control models
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    minimax
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    dynamic programming
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    average cost
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    infinite horizon
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    total variation distance
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    policy iteration
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