Robust stochastic maximum principle for multi-model worst case optimization

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Cited In (6)

Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
Discounted robust control for Markov diffusion processes
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On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method
Optimization and robustness

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