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Adaptive Robust Control in Continuous-Time

Adaptive robust control in continuous time
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2020 United Kingdom English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Bhudisaksang, T; Cartea, A;

doi: 10.2139/ssrn.3571991 , 10.1137/20m1336680

Adaptive Robust Control in Continuous-Time

Abstract

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United Kingdom
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Keywords

dynamic programming, optimal acquisition, Portfolio theory, online learning, Dynamic programming in optimal control and differential games, algorithmic trading, Optimal stochastic control, adaptive robust control, model uncertainty, Sensitivity (robustness), stochastic control, Stochastic learning and adaptive control, time-consistency

  • BIP!
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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 2
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
bronze
Related to Research communities
UArctic