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math.OC2023
Robust Probabilistic Prediction for Stochastic Dynamical Systems
Tao Xu, Jianping He
It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness…
math.OC2023
Near-Optimal Mixed Strategy for Zero-Sum Differential Games
Tao Xu, Wang Xi, Jianping He
Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoret…