Data-driven nonparametric robust control under dependence uncertainty (Q6105378)
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scientific article; zbMATH DE number 7702089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven nonparametric robust control under dependence uncertainty |
scientific article; zbMATH DE number 7702089 |
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Data-driven nonparametric robust control under dependence uncertainty (English)
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26 June 2023
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nonparametric adaptive robust control
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model uncertainty
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stochastic control
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adaptive robust dynamic programming
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Wasserstein distance
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Markovian control problem
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utility maximization
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copula
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machine learning
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stochastic gradient descent ascent
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