Robust Statistic Estimation in Constrained Optimal Control Problems of Pollution Accumulation (Part II: Markovian Switchings)

Keyphrases

• Pollution Accumulation 100%
• Markovian Switching 100%
• Robust Statistics 100%
• Constrained Optimal Control Problem 100%
• Dynamic Programming Algorithm 50%
• Diffusion Process 50%
• Estimation Method 50%
• System Dynamics 50%
• Multiple Modes 50%
• Discounted Criterion 50%
• Adaptive Policy 50%
• Least Square Error 50%
• Error Approximation 50%
• Numerical Examples 50%

Mathematics

• Robust Statistic 100%
• Optimal Control Problem 100%
• Diffusion Process 50%
• Square Error 50%
• Approximation Error 50%
• Numerical Example 50%
• Estimation Method 50%
• Least Squares Method 50%

Economics, Econometrics and Finance

• Robust Statistics 100%
• Optimal Control 100%
• Dynamic Programming 50%
• Estimation Theory 50%