Adaptive Robust Control in Continuous Time

نویسندگان

چکیده

We propose a continuous-time version of the adaptive robust methodology introduced in T. R. Bielecki et al. [SIAM J. Control Optim., 57 (2019), pp. 925--946]. An agent solves stochastic control p...

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ژورنال

عنوان ژورنال: Siam Journal on Control and Optimization

سال: 2021

ISSN: ['0363-0129', '1095-7138']

DOI: https://doi.org/10.1137/20m1336680