Optimal Control of Uncertain Stochastic Systems Subject to Total Variation Distance Uncertainty

Farzad Rezaei, Charalambos D. Charalambous, Nasir Uddin Ahmed. Optimal Control of Uncertain Stochastic Systems Subject to Total Variation Distance Uncertainty. SIAM J. Control and Optimization, 50(5):2683-2725, 2012. [doi]

Abstract

Abstract is missing.