Browsing by Subject "Optimality criteria"

Now showing items 1-2 of 2

    • Conference Object  

      Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty 

      Charalambous, Charalambos D.; Tzortzis, I.; Rezaei, F. (2011)
      The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that ...
    • Conference Object  

      Stochastic optimal control subject to ambiguity 

      Charalambous, Charalambos D.; Tzortzis, I.; Rezaei, F. (2011)
      The aim of this paper is to address optimality of control strategies for stochastic control systems subject to uncertainty and ambiguity. Uncertainty corresponds to the case when the true dynamics and the nominal dynamics ...