Browsing by Subject "Policy iteration algorithms"

Now showing items 1-2 of 2

    • Article  

      Dynamic programming subject to total variation distance ambiguity 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (2015)
      The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate ...
    • Conference Object  

      Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (Institute of Electrical and Electronics Engineers Inc., 2015)
      This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...