Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Value functions"
Now showing items 1-3 of 3
-
Conference Object
Dynamic programming with total variational distance uncertainty
(2012)The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variational distance uncertainty on the conditional distribution of the controlled process. Utilizing ...
-
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 ...
-
Conference Object
Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty
(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 ...