… mismatch between the assumed model and the actual model. Toward this … stochastic control
problems with respect to system models (ie, controlled transition kernels) and robustness of …

… mismatch between the assumed model and the actual model. With this goal, … stochastic
control problems with respect to system models (ie, controlled transition kernels) and robustness …

… not sufficient to ensure robustness for averagecost problems. … a control policy designed for
an incorrectly estimated model … true model and an incorrect one, thus leading to robustness. …

… We study the continuity properties of optimal solutions to stochastic control problems with …
the robustness of optimal control policies applied to systems with incomplete or incorrect priors. …

… controlled filter stability and its effects on the robustness properties of optimal control policies
designed for systems with incorrect … are applied to robust stochastic control problems: under …

… above, we establish robustness and … incorrect models and a true model: we show that the
average optimal cost is continuous in the convergences of controlled transition kernel models …

… of the concept of robustness to stochastic systems. The … system to preserve the inspected
functionality under parameter perturbation. We show how the robustness of stochastic systems …

… of robust control designs to cope with incorrect uncertainty estimates are beginning to spur
… feedback control systems have implicitly sought robust designs. Robustness considerations …

… Many stochastic control problems that arise in condition… time to repair or replace a system
before it fails. A common … 4.1 with respect to the (incorrect) nominal model . In particular, we ask …

… implications for the robust policy and the economy. We apply our methods to a New Keynesian
Dynamic Stochastic General Equilibrium model and find that robustness has important …