Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluati...
Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria
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Publisher
INFORMS
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English
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INFORMS
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In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss because of the mismatch between the true and assumed models. A robustness problem in this context is to show that the error because of the mismatch betw...
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Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria
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TN_cdi_crossref_primary_10_1287_moor_2022_0134
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1287_moor_2022_0134
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ISSN
0364-765X
E-ISSN
1526-5471
DOI
10.1287/moor.2022.0134
