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Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control.

Curtis McDonaldSerdar Yüksel
Published in: SIAM J. Control. Optim. (2022)
Keyphrases
  • partially observed
  • stochastic control
  • optimal control
  • operations management
  • control problems
  • queueing systems
  • brownian motion
  • image segmentation
  • special case
  • markov random field
  • partial differential equations