{"id":"https://openalex.org/W2288745285","doi":"https://doi.org/10.1109/cdc.2015.7403350","title":"Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution","display_name":"Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution","publication_year":2015,"publication_date":"2015-12-01","ids":{"openalex":"https://openalex.org/W2288745285","doi":"https://doi.org/10.1109/cdc.2015.7403350","mag":"2288745285"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2015.7403350","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2015.7403350","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 54th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062456864","display_name":"Ioannis Tzortzis","orcid":"https://orcid.org/0000-0002-7301-6252"},"institutions":[{"id":"https://openalex.org/I34771391","display_name":"University of Cyprus","ror":"https://ror.org/02qjrjx09","country_code":"CY","type":"education","lineage":["https://openalex.org/I34771391"]}],"countries":["CY"],"is_corresponding":false,"raw_author_name":"Ioannis Tzortzis","raw_affiliation_strings":["Department of Electrical Engineering, University of Cyprus, Nicosia, Cyprus"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, University of Cyprus, Nicosia, Cyprus","institution_ids":["https://openalex.org/I34771391"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035087201","display_name":"Charalambos D. Charalambous","orcid":"https://orcid.org/0000-0002-2168-0231"},"institutions":[{"id":"https://openalex.org/I34771391","display_name":"University of Cyprus","ror":"https://ror.org/02qjrjx09","country_code":"CY","type":"education","lineage":["https://openalex.org/I34771391"]}],"countries":["CY"],"is_corresponding":false,"raw_author_name":"Charalambos D. Charalambous","raw_affiliation_strings":["Department of Electrical Engineering, University of Cyprus, Nicosia, Cyprus"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, University of Cyprus, Nicosia, Cyprus","institution_ids":["https://openalex.org/I34771391"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000676115","display_name":"Themistoklis Charalambous","orcid":"https://orcid.org/0000-0003-4800-6738"},"institutions":[{"id":"https://openalex.org/I66862912","display_name":"Chalmers University of Technology","ror":"https://ror.org/040wg7k59","country_code":"SE","type":"education","lineage":["https://openalex.org/I66862912"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Themistoklis Charalambous","raw_affiliation_strings":["Department of Signals and Systems, Chalmers University of Technology, Gothenburg, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Signals and Systems, Chalmers University of Technology, Gothenburg, Sweden","institution_ids":["https://openalex.org/I66862912"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4631,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.63567889,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"1","issue":null,"first_page":"7171","last_page":"7176"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9776999950408936,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12617","display_name":"Energy, Environment, and Transportation Policies","score":0.9722999930381775,"subfield":{"id":"https://openalex.org/subfields/2105","display_name":"Renewable Energy, Sustainability and the Environment"},"field":{"id":"https://openalex.org/fields/21","display_name":"Energy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/recursion","display_name":"Recursion (computer science)","score":0.7405712604522705},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.7352989912033081},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.6567109227180481},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5966463685035706},{"id":"https://openalex.org/keywords/conditional-probability-distribution","display_name":"Conditional probability distribution","score":0.5506401658058167},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5188778042793274},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.4935392141342163},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.45742571353912354},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.44856733083724976},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.43349990248680115},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"Conditional expectation","score":0.42715543508529663},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.41302576661109924},{"id":"https://openalex.org/keywords/norm","display_name":"Norm (philosophy)","score":0.4114011228084564},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35666197538375854},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.22244831919670105},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.17856499552726746},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.09088394045829773}],"concepts":[{"id":"https://openalex.org/C168773036","wikidata":"https://www.wikidata.org/wiki/Q264164","display_name":"Recursion (computer science)","level":2,"score":0.7405712604522705},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.7352989912033081},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.6567109227180481},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5966463685035706},{"id":"https://openalex.org/C43555835","wikidata":"https://www.wikidata.org/wiki/Q2300258","display_name":"Conditional probability distribution","level":2,"score":0.5506401658058167},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5188778042793274},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.4935392141342163},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.45742571353912354},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.44856733083724976},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.43349990248680115},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.42715543508529663},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.41302576661109924},{"id":"https://openalex.org/C191795146","wikidata":"https://www.wikidata.org/wiki/Q3878446","display_name":"Norm (philosophy)","level":2,"score":0.4114011228084564},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35666197538375854},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.22244831919670105},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.17856499552726746},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.09088394045829773},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cdc.2015.7403350","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2015.7403350","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 54th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:research.chalmers.se:236295","is_oa":false,"landing_page_url":"https://research.chalmers.se/en/publication/236295","pdf_url":null,"source":{"id":"https://openalex.org/S4306402469","display_name":"Chalmers Research (Chalmers University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66862912","host_organization_name":"Chalmers University of Technology","host_organization_lineage":["https://openalex.org/I66862912"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W1535136082","https://openalex.org/W1584593412","https://openalex.org/W1967037758","https://openalex.org/W1976732220","https://openalex.org/W2026393211","https://openalex.org/W2061026830","https://openalex.org/W2135813035","https://openalex.org/W2334782222"],"related_works":["https://openalex.org/W3168953348","https://openalex.org/W2071970553","https://openalex.org/W4238858747","https://openalex.org/W2592623155","https://openalex.org/W2592465853","https://openalex.org/W2963081535","https://openalex.org/W4233361406","https://openalex.org/W2046750897","https://openalex.org/W1964567319","https://openalex.org/W2137276647"],"abstract_inverted_index":{"This":[0,31],"paper":[1],"addresses":[2],"the":[3,11,24,28,43,47,51,55,59,68,73,87,107,110,114],"optimality":[4],"of":[5,27,72,113,128],"stochastic":[6,32],"control":[7,34,48,66],"strategies":[8,49],"based":[9],"on":[10,23],"infinite":[12],"horizon":[13],"average":[14],"cost":[15],"criterion,":[16],"subject":[17],"to":[18,106],"total":[19],"variation":[20],"distance":[21],"ambiguity":[22],"conditional":[25,56,70,118],"distribution":[26,71,119],"controlled":[29,74],"process.":[30],"optimal":[33],"problem":[35],"is":[36,45,53,76,120],"formulated":[37],"using":[38],"minimax":[39],"theory,":[40],"in":[41,104],"which":[42,85],"minimization":[44],"over":[46,54],"and":[50,90],"maximization":[52],"distributions.":[57],"Under":[58],"assumption":[60],"that,":[61],"for":[62],"every":[63],"stationary":[64],"Markov":[65],"law":[67],"maximizing":[69,117],"process":[75],"irreducible,":[77],"we":[78,91],"derive":[79],"a":[80,93,123],"new":[81,94,99],"dynamic":[82,100],"programming":[83,101],"recursion":[84,102],"minimizes":[86],"future":[88],"ambiguity,":[89],"propose":[92],"policy":[95],"iteration":[96],"algorithm.":[97,125],"The":[98,116,126],"includes,":[103],"addition":[105],"standard":[108],"terms,":[109],"oscillator":[111],"semi-norm":[112],"cost-to-go.":[115],"found":[121],"via":[122],"water-filling":[124],"implications":[127],"our":[129],"results":[130],"are":[131],"demonstrated":[132],"through":[133],"an":[134],"example.":[135]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-08-27T14:10:00.468798","created_date":"2025-10-10T00:00:00"}