The average cost of Markov chains subject to total variation distance uncertainty

DOI10.1016/j.sysconle.2018.08.003zbMath1408.93150OpenAlexW2891617654MaRDI QIDQ1729049

I. Tzortzis, Andreas A. Malikopoulos, Charalambos D. Charalambous

Publication date: 27 February 2019

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.08.003

zbMATH Keywords

stochastic optimal controlaverage costtotal variation distancecontrolled Markov chain

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Quantifying ambiguity bounds via time-consistent sets of indistinguishable models

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