Robust Markov control processes
From MaRDI portal
Publication:401072
DOI10.1016/j.jmaa.2014.06.028zbMath1298.49037OpenAlexW2074999860MaRDI QIDQ401072
Anna Jaśkiewicz, Andrzej S. Nowak
Publication date: 26 August 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.028
robust controlFatou's lemmaaverage minimax control problemgeneralised Tauberian relationoptimality inequality
Sensitivity (robustness) (93B35) Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45)
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