Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Hamilton-jacobi-bellman equations"
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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
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
(Institute of Electrical and Electronics Engineers Inc., 2014)This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...