Continuous dependence of stochastic control models on the noise distribution
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Publication:1100128
DOI10.1007/BF01448360zbMath0639.93068OpenAlexW1971372318MaRDI QIDQ1100128
Rolando Cavazos-Cadena, Onésimo Hernández-Lerma
Publication date: 1988
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01448360
continuous dependence of the optimal reward function on the common distributiondiscrete-time stochastic control
Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic analysis (60H99)
Related Items (3)
Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Discretization procedures for adaptive Markov control processes
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