Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory.
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| Title: | Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory. |
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| Authors: | Pradhan, Somnath1 (AUTHOR) somnath@iiserb.ac.in, Selk, Zachary2 (AUTHOR) zachary.selk@queensu.ca, Yüksel, Serdar3 (AUTHOR) yuksel@queensu.ca |
| Source: | Mathematics of Control, Signals & Systems. Mar2026, p1-29. 29p. |
| Database: | Academic Search Ultimate |
| ISSN: | 09324194 |
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| DOI: | 10.1007/s00498-026-00439-x |
