Browsing by Subject "Aerospace electronics"
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Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution (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 ...
A sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field games (Institute of Electrical and Electronics Engineers Inc., 2015)In this paper we use martingale techniques to derive a sufficient condition for existence of decentralized strategies in non-cooperative stochastic differential games. The sufficient condition is given by decentralized ...