Continuous dependence of stochastic control models on the noise distribution
type: Item
instance of: scholarly article
title: Continuous dependence of stochastic control models on the noise distribution
zbMATH Open document ID: 0639.93068
DOI: 10.1007/BF01448360
author: Onésimo Hernández-Lerma
author: Rolando Cavazos-Cadena
published in: Applied Mathematics and Optimization
publication date: 1988-01-01T00:00:00Z
review text: A discrete-time stochastic control system is considered. Here the state process depends on a control action and on a noise, which is a sequence of independent identically distributed random elements. Given the initial state and the planning horizon, sufficient conditions for the continuous dependence of the optimal reward function on the common distribution are proved for several reward criteria. This research is motivated by questions arising in problems of adaptive control of stochastic systems with unknown noise distribution, which are discussed briefly in the paper.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C40
zbMATH DE Number: 4043744
zbMATH Keywords: discrete-time stochastic control
zbMATH Keywords: continuous dependence of the optimal reward function on the common distribution
MaRDI profile type: Publication
cites work: Minimal Topological Spaces
cites work: Q4172731
cites work: Q4150452
cites work: Isomorphic queues
cites work: Adaptive Strategies for Certain Classes of Controlled Markov Processes
cites work: Q3783097
cites work: Identification and approximation of queueing systems
cites work: Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
cites work: Optimal Plans for Dynamic Programming Problems
cites work: Q5599448
cites work: The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter
cites work: Bounds for the regret loss in dynamic programming under adaptive control
cites work: AVERAGE-OPTIMAL ADAPTIVE POLICIES IN SEMI-MARKOV DECISION PROCESSES INCLUDING AN UNKNOWN PARAMETER
cites work: Q3715053
cites work: Q3242474
full work available at URL: https://doi.org/10.1007/bf01448360
OpenAlex ID: W1971372318
description: scientific article; zbMATH DE number 4043744