Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Somnath Pradhan, Serdar Yüksel
| Year of publication: |
2024
|
|---|---|
| Authors: | Pradhan, Somnath ; Yüksel, Serdar |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 4, p. 2049-2077
|
| Subject: | controlled diffusions | Hamilton–Jacobi–Bellman equation | robust control | stationary control | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Innovationsdiffusion | Innovation diffusion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015197730