# Distributionally robust stochastic optimal control

arXiv: https://arxiv.org/abs/2406.05648 · HTML: https://mlsanity.com/paper/2406.05648/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Jun 2024.

## Built on by (most cited first, 1 of 1)

- [Learning Optimal Distributionally Robust Stochastic Control in Continuous State Spaces](https://mlsanity.com/paper/2406.11281/) (2024)

## 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.