Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory

Somnath Pradhan, Zachary Selk, Serdar Yüksel. Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory. In 64th IEEE Conference on Decision and Control, CDC 2025, Rio de Janeiro, Brazil, December 9-12, 2025. pages 4516-4521, IEEE, 2025. [doi]

Abstract

Abstract is missing.