Quantifying ambiguity bounds via time-consistent sets of indistinguishable models

Anne G. Balter*, Antoon Pelsser

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Article number104877
Number of pages7
JournalSystems & Control Letters
Volume149
DOIs
Publication statusPublished - Mar 2021

Keywords

  • Model uncertainty
  • Robustness
  • Stochastic control
  • Divergence
  • Rectangularity

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