Continuous dependence of stochastic control models on the noise distribution

DOI10.1007/BF01448360zbMath0639.93068OpenAlexW1971372318MaRDI QIDQ1100128

Rolando Cavazos-Cadena, Onésimo Hernández-Lerma

Publication date: 1988

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448360

zbMATH Keywords

continuous dependence of the optimal reward function on the common distributiondiscrete-time stochastic control

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (3)

Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Discretization procedures for adaptive Markov control processes

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• Bounds for the regret loss in dynamic programming under adaptive control
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• Optimal Plans for Dynamic Programming Problems
• Minimal Topological Spaces

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