Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
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Publication:5232245
DOI10.1137/18M1210514;zbMath1421.93148arXiv1512.06510MaRDI QIDQ5232245
Themistoklis Charalambous, I. Tzortzis, Charalambos D. Charalambous
Publication date: 30 August 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.06510
minimaxinfinite horizondynamic programmingstochastic controlaverage costpolicy iterationtotal variation distanceMarkov control models
Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Optimal stochastic control (93E20)
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