A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm (Q6974931)
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scientific article; zbMATH DE number 8049547
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| English | A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm |
scientific article; zbMATH DE number 8049547 |
Statements
A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm (English)
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5 June 2025
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distributionally robust optimal control
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optimality necessary conditions
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uncertainty parameter
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duality
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control parametrization
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