Adaptive robust control with statistical learning

<p>In stochastic control problems the agent chooses the optimal strategy to maximise or minimise the performance criterion. The performance criterion can be either the expectation of a reward function for the standard control problem or the non-linear expectation for the robust control problem...

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Bibliographic Details
Main Author: Bhudisaksang, T
Other Authors: Cartea, A
Format: Thesis
Language:English
Published: 2022
Subjects: