Robust Markov control processes
From MaRDI portal
Publication:401072
DOI10.1016/j.jmaa.2014.06.028zbMath1298.49037MaRDI QIDQ401072
Anna Jaśkiewicz, Andrzej S. Nowak
Publication date: 26 August 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.028
robust control; Fatou's lemma; average minimax control problem; generalised Tauberian relation; optimality inequality
93B35: Sensitivity (robustness)
60J05: Discrete-time Markov processes on general state spaces
93E20: Optimal stochastic control
49K35: Optimality conditions for minimax problems
49K45: Optimality conditions for problems involving randomness
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