"Infinite horizon discounted dynamic programming subject to total variation ..."

Ioannis Tzortzis, Charalambos D. Charalambous, Themistoklis Charalambous (2016)

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DOI: 10.1109/CDC.2016.7798559

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-05

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Ioannis Tzortzis, Charalambos D. Charalambous, Themistoklis Charalambous:
Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution. CDC 2016: 2010-2015

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