dc.contributor.author | Tzortzis, I. | en |
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Charalambous, T. | en |
dc.creator | Tzortzis, I. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Charalambous, T. | en |
dc.date.accessioned | 2019-04-08T07:48:35Z | |
dc.date.available | 2019-04-08T07:48:35Z | |
dc.date.issued | 2016 | |
dc.identifier.isbn | 978-1-5090-1837-6 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/45018 | |
dc.description.abstract | We analyze the infinite horizon minimax discounted cost Markov Control Model (MCM), for a class of controlled process conditional distributions, which belong to a ball, with respect to total variation distance metric, centered at a known nominal controlled conditional distribution with radius R ϵ [0, 2], in which the minimization is over the control strategies and the maximization is over conditional distributions. Through our analysis (i) we derive a new discounted dynamic programming equation, (ii) we show the associated contraction property, and (iii) we develop a new policy iteration algorithm. Finally, the application of the new dynamic programming and the corresponding policy iteration algorithm are shown via an illustrative example. © 2016 IEEE. | en |
dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en |
dc.source | 2016 IEEE 55th Conference on Decision and Control, CDC 2016 | en |
dc.source | 2016 IEEE 55th Conference on Decision and Control, CDC 2016 | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85010818621&doi=10.1109%2fCDC.2016.7798559&partnerID=40&md5=cbda3a68a66a83c1c81759a8f1478203 | |
dc.title | Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.identifier.doi | 10.1109/CDC.2016.7798559 | |
dc.description.startingpage | 2010 | |
dc.description.endingpage | 2015 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Conference Object | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |