Browsing by Subject "Minimax problems"
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...
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Conference Object
Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space
(2005)This paper considers minimax problems, in which the control minimizes the pay-off induced by a measure which maximizes the pay-off over the class of measures described by a relative entropy set between the uncertain and ...