{"id":"https://openalex.org/W2511279549","doi":"https://doi.org/10.1109/isit.2016.7541649","title":"Continuity and robustness to incorrect priors in estimation and control","display_name":"Continuity and robustness to incorrect priors in estimation and control","publication_year":2016,"publication_date":"2016-07-01","ids":{"openalex":"https://openalex.org/W2511279549","doi":"https://doi.org/10.1109/isit.2016.7541649","mag":"2511279549"},"language":"en","primary_location":{"id":"doi:10.1109/isit.2016.7541649","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2016.7541649","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"},"type":"article","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/A5023971754","display_name":"Graeme Baker","orcid":null},"institutions":[{"id":"https://openalex.org/I204722609","display_name":"Queen's University","ror":"https://ror.org/02y72wh86","country_code":"CA","type":"education","lineage":["https://openalex.org/I204722609"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Graeme Baker","raw_affiliation_strings":["Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada, K7L 3N6","Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada, K7L 3N6","institution_ids":["https://openalex.org/I204722609"]},{"raw_affiliation_string":"Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada","institution_ids":["https://openalex.org/I204722609"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005401257","display_name":"Serdar Y\u00fcksel","orcid":"https://orcid.org/0000-0001-6099-5001"},"institutions":[{"id":"https://openalex.org/I204722609","display_name":"Queen's University","ror":"https://ror.org/02y72wh86","country_code":"CA","type":"education","lineage":["https://openalex.org/I204722609"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Serdar Y\u00fcksel","raw_affiliation_strings":["Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada, K7L 3N6","Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada, K7L 3N6","institution_ids":["https://openalex.org/I204722609"]},{"raw_affiliation_string":"Department of Mathematics and Statistics, Queen's University, Kingston, Ontario, Canada","institution_ids":["https://openalex.org/I204722609"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5023971754"],"corresponding_institution_ids":["https://openalex.org/I204722609"],"apc_list":null,"apc_paid":null,"fwci":0.9381,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.80870211,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1999","last_page":"2003"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9763000011444092,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9763000011444092,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9642000198364258,"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/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9369999766349792,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.8724156618118286},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.59739089012146},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5938084721565247},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.577666163444519},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5491833090782166},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5270379185676575},{"id":"https://openalex.org/keywords/total-variation","display_name":"Total variation","score":0.4383571147918701},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4372010827064514},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.43354228138923645},{"id":"https://openalex.org/keywords/robust-control","display_name":"Robust control","score":0.42489129304885864},{"id":"https://openalex.org/keywords/weak-convergence","display_name":"Weak convergence","score":0.4224860370159149},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3938523530960083},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3628677725791931},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3417195677757263},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.21920934319496155},{"id":"https://openalex.org/keywords/control-system","display_name":"Control system","score":0.21442896127700806},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.18681982159614563},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.17211979627609253},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08195099234580994},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06674489378929138}],"concepts":[{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.8724156618118286},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.59739089012146},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5938084721565247},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.577666163444519},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5491833090782166},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5270379185676575},{"id":"https://openalex.org/C62100291","wikidata":"https://www.wikidata.org/wiki/Q1936288","display_name":"Total variation","level":2,"score":0.4383571147918701},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4372010827064514},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.43354228138923645},{"id":"https://openalex.org/C31531917","wikidata":"https://www.wikidata.org/wiki/Q915157","display_name":"Robust control","level":3,"score":0.42489129304885864},{"id":"https://openalex.org/C57945734","wikidata":"https://www.wikidata.org/wiki/Q7977941","display_name":"Weak convergence","level":3,"score":0.4224860370159149},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3938523530960083},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3628677725791931},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3417195677757263},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.21920934319496155},{"id":"https://openalex.org/C17500928","wikidata":"https://www.wikidata.org/wiki/Q959968","display_name":"Control system","level":2,"score":0.21442896127700806},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18681982159614563},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.17211979627609253},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08195099234580994},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06674489378929138},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/isit.2016.7541649","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2016.7541649","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W323116121","https://openalex.org/W363054946","https://openalex.org/W385466589","https://openalex.org/W585548487","https://openalex.org/W1515878031","https://openalex.org/W1594563152","https://openalex.org/W1647263699","https://openalex.org/W1983917847","https://openalex.org/W2010654234","https://openalex.org/W2019669033","https://openalex.org/W2040434095","https://openalex.org/W2046766834","https://openalex.org/W2157638198","https://openalex.org/W2164714023","https://openalex.org/W2549182383","https://openalex.org/W4231019019"],"related_works":["https://openalex.org/W2580650124","https://openalex.org/W4386190339","https://openalex.org/W2968424575","https://openalex.org/W3142333283","https://openalex.org/W3122088529","https://openalex.org/W3041320102","https://openalex.org/W2111669074","https://openalex.org/W2085259108","https://openalex.org/W3123087812","https://openalex.org/W2063076820"],"abstract_inverted_index":{"This":[0],"paper":[1],"studies":[2],"continuity":[3,44],"properties":[4,100],"of":[5,23,29,31,66,144],"single":[6],"and":[7,11,21,45,52,77,131,165,170],"multi":[8],"stage":[9],"estimation":[10],"stochastic":[12],"control":[13,32,122],"problems":[14],"with":[15,37],"respect":[16],"to":[17,26,35,109,126,136,149,154],"initial":[18],"probability":[19],"distributions":[20],"applications":[22],"these":[24],"results":[25,106],"the":[27,56,62,84,88,102,137,142,145,150,161],"study":[28],"robustness":[30,46],"policies":[33],"applied":[34,125],"systems":[36],"incomplete":[38],"probabilistic":[39],"models.":[40],"We":[41,96],"establish":[42],"that":[43,73,157],"cannot":[47],"be":[48],"guaranteed":[49],"under":[50,61,101,167,171],"weak":[51,92,174],"setwise":[53],"convergences,":[54],"but":[55],"optimal":[57,121,147],"cost":[58,71],"is":[59,94,124,134,158],"continuous":[60,159],"more":[63],"stringent":[64],"topology":[65],"total":[67,168],"variation":[68],"for":[69,116],"stage-wise":[70],"functions":[72],"are":[74,107],"nonnegative,":[75],"measurable,":[76],"bounded.":[78],"Under":[79],"further":[80],"conditions":[81],"on":[82],"either":[83],"measurement":[85],"channels":[86],"or":[87,114],"source":[89],"processes,":[90],"however,":[91],"convergence":[93,175],"sufficient.":[95],"also":[97],"discuss":[98],"similar":[99],"Wasserstein":[103],"distance.":[104],"These":[105],"shown":[108],"have":[110],"direct":[111],"implications,":[112],"positive":[113],"negative,":[115],"robust":[117],"control:":[118],"If":[119],"an":[120],"policy":[123,148],"a":[127,155],"prior":[128],"model":[129,139,152],"P\u0303,":[130],"if":[132],"P\u0303":[133,164],"close":[135],"true":[138,151],"P,":[140],"then":[141],"application":[143],"incorrect":[146],"leads":[153],"loss":[156],"in":[160],"distance":[162,176],"between":[163],"P":[166],"variation,":[169],"some":[172],"setups,":[173],"measures.":[177]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-03-25T13:04:00.132906","created_date":"2025-10-10T00:00:00"}