Robustness to Incorrect Priors in Partially Observed Stochastic Control
نویسندگان
چکیده
منابع مشابه
Robustness to incorrect priors in partially observed stochastic control
We study the continuity properties of optimal solutions to stochastic control problems with respect to initial probability measures and applications of these to the robustness of optimal control policies applied to systems with incomplete or incorrect priors. It is shown that for single and multi-stage optimal cost problems, continuity and robustness cannot be established under weak convergence...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2019
ISSN: 0363-0129,1095-7138
DOI: 10.1137/17m1157660