Dynamic Programming Subject to Total Variation Distance Ambiguity

DOI10.1137/140955707zbMath1327.90363arXiv1402.1009OpenAlexW1584593412MaRDI QIDQ5502181

I. Tzortzis, Themistoklis Charalambous, Charalambos D. Charalambous

Publication date: 18 August 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.1009

zbMATH Keywords

minimaxdynamic programmingstochastic controltotal variational distance

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35)

Related Items (5)

Distributional Robustness in Minimax Linear Quadratic Control with Wasserstein Distance ⋮ Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets ⋮ Robustness to Incorrect System Models in Stochastic Control ⋮ Robustness to Incorrect Priors in Partially Observed Stochastic Control ⋮ Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity

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