A robustness result for stochastic control

Systems and Control Letters

Volumn 46, Issue 2, 2002, Pages 91-97

  Favero, Gino ^a   Runggaldier, Wolfgang J ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Robustness; Stochastic control; Suboptimal solutions

Indexed keywords

MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS);

SUBOPTIMAL SOLUTIONS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0037076845     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(02)00121-4     Document Type: Article

References (4)

1. Connection between stochastic control and dynamic games
2. Robust properties of risk-sensitive control
3. Robustness inequality for Markov control processes with unbounded cost
4. Estimates of stability of Markov control processes with unbounded cost