Stochastic Control with Imperfect Models

DOI10.1137/060667049zbMATH Open1161.93027OpenAlexW2027577301MaRDI QIDQ3629488FDOQ3629488

Authors: Arnab Basu, Vivek Borkar 

Publication date: 27 May 2009

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

Full work available at URL: https://doi.org/10.1137/060667049

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zbMATH Keywords

reproducing kernel Hilbert spacescredit riskcontrolled diffusionsample complexityworst case performanceapproximation of linear programs

Mathematics Subject Classification ID

Linear programming (90C05) Semidefinite programming (90C22) Programming in abstract spaces (90C48) Optimal stochastic control (93E20)

Cited In (7)

• Multimodel strategies under random disturbances and imperfect partial observations
• Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
• Title not available (Why is that?)
• A robustness result for stochastic control
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
• A stochastic deterministic model predictive control: its accuracy
• Worst-case dual control: Basic results

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