Optimal adaptive control with separable drift uncertainty

DOI10.1137/23M1616236MaRDI QIDQ6975015zbMATH OpenFDO

Authors Samuel N. Cohen, Christoph Knochenhauer, Alexander Merkel

Publication date 5 June 2025

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

adaptive controldrift uncertaintyexploration-exploitation trade-off

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

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