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• W2892327079 abstract "This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze the robustness of DP algorithms, and in par- ticular, to develop novel adaptive optimal control and reinforcement learning methods. In order to demonstrate the potential of this new framework, four illustrative applications in the fields of stochastic optimal control and adaptive DP are presented. Three numerical examples arising from both finance and engineering industries are also given, along with several possible extensions of the proposed framework." @default.
• W2892327079 created "2018-09-27" @default.
• W2892327079 creator A5028849529 @default.
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• W2892327079 date "2018-09-16" @default.
• W2892327079 modified "2023-09-23" @default.
• W2892327079 title "Continuous-Time Robust Dynamic Programming" @default.
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• W2892327079 doi "https://doi.org/10.48550/arxiv.1809.05867" @default.
• W2892327079 hasPublicationYear "2018" @default.
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