"Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to ..."

Somnath Pradhan, Zachary Selk, Serdar Yüksel (2025)

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DOI: 10.1109/CDC57313.2025.11312034

access: closed

type: Conference or Workshop Paper

metadata version: 2026-01-25

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Somnath Pradhan, Zachary Selk, Serdar Yüksel:
Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory. CDC 2025: 4516-4521

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