Robust optimal control using conditional risk mappings in infinite horizon
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Publication:724507
DOI10.1016/j.cam.2018.05.030zbMath1447.49034arXiv1806.00983OpenAlexW2963275058MaRDI QIDQ724507
Publication date: 26 July 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.00983
Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55)
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