Distributionally robust stochastic optimal control
Not on the map. Why?
Abstract (arXiv)
The main goal of this paper is to discuss the construction of distributionally robust counterparts of stochastic optimal control problems. Randomized and non-randomized policies are considered. In particular, necessary and sufficient conditions for the existence of non-randomized policies are given.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). First posted on arXiv 9 Jun 2024.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2024: 1.
1 paper.