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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty

Published Online: 2023-09-02

Published Print: 2023-10

Authors

Bielecki, Tomasz R.

Cialenco, Igor

Ruszczyński, Andrzej https://orcid.org/0000-0002-4571-1469
Funding

Funding for this research was provided by:

National Science Foundation (DMS-1907522, DMS-1907568)

Office of Naval Research (N00014-21-1-2161)
License Information

Text and Data Mining valid from 2023-09-02

Version of Record valid from 2023-09-02
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Article History

Received: 30 April 2023

Revised: 14 August 2023

Accepted: 15 August 2023

First Online: 2 September 2023

Declarations

:

: The authors declare that they have no conflict of interest.

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