No-regret optimal control redefinition and consequences

Hafdallah Abdelhak (1, 2) , Ayadi Abdelhamid (1, 2)

1 MISTEA - Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie
2 MODEMIC - Modelling and Optimisation of the Dynamics of Ecosystems with MICro-organisme

In this paper, we redefine the notion of no-regret control introduced by J.L.Lions in [2](original idea by Savage in statistics [4]), this new definition is based on taking spermium upon the states y (0, g) instead of taking spermium on missing data g. The main interest is that this definition gives a more simple characterization of no-regret optimal control comparing to the optimality systems in [2], [5] and [6].

Mots clés: No-regret optimal control; low-regret optimal control; missing data problems

Domaines: Mathématiques [math]

Hafdallah Abdelhak, Ayadi Abdelhamid. No-regret optimal control redefinition and consequences. 2016. ⟨hal-01312321⟩