Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
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Publication:4957639
DOI10.1109/TAC.2020.3030884zbMath1471.93286arXiv1812.09808OpenAlexW2905838893MaRDI QIDQ4957639
Publication date: 9 September 2021
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.09808
Sensitivity (robustness) (93B35) Noncooperative games (91A10) 2-person games (91A05) Applications of game theory (91A80) Dynamic programming (90C39) Optimal stochastic control (93E20)
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