Dynamic Programming Subject to Total Variation Distance Ambiguity (Q5502181)
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scientific article; zbMATH DE number 6473215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming Subject to Total Variation Distance Ambiguity |
scientific article; zbMATH DE number 6473215 |
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Dynamic Programming Subject to Total Variation Distance Ambiguity (English)
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18 August 2015
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stochastic control
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minimax
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dynamic programming
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total variational distance
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