Stochastic Optimal Control Subject to Ambiguity

Author:

Charalambous Charalambos D.,Tzortzis Ioannis,Rezaei Farzad

Publisher

Elsevier BV

Subject

General Medicine

Reference13 articles.

1. Optimal Control of Uncertain Stochastic Systems Subject to Total Variation Distance Uncertainty;Rezaei,2010

2. Information and Information Stability of Random Variables and Processes;Pinsker,1964

3. Connections between Stochastic control and Dynamic Games;Dai Pra;Mathematics of Control, Signals and Systems,1996

4. Finite Horizon Minimax Optimal Control of Stochastic Partially Observed Time Varying Uncertain Systems;Ugrinovskii;Mathematics of Control, Signal and Systems,1999

5. Minimax Optimal Control of Stochastic Uncertain Systems with Relative Entropy Constraints;Petersen;IEEE Transactions on Automatic Control,2000

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