Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust feedback switching control: dynamic programming and viscosity
  solutions   We consider a robust switching control problem. The controller only observes
the evolution of the state process, and thus uses feedback (closed-loop)
switching strategies, a non standard class of switching controls introduced in
this paper. The adverse player (nature) chooses open-loop controls that
represent the so-called Knightian uncertainty, i.e., misspecifications of the
model. The (half) game switcher versus nature is then formulated as a two-step
(robust) optimization problem. We develop the stochastic Perron method in this
framework, and prove that it produces a viscosity sub and supersolution to a
system of Hamilton-Jacobi-Bellman (HJB) variational inequalities, which
envelope the value function. Together with a comparison principle, this
characterizes the value function of the game as the unique viscosity solution
to the HJB equation, and shows as a byproduct the dynamic programming principle
for robust feedback switching control problem.

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The categories of this paper are: q-bio
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The categories of this paper are: atom-ph
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The categories of this paper are: hep-ex
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The categories of this paper are: gr-qc
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The categories of this paper are: chem-ph
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The categories of this paper are: physics
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The categories of this paper are: stat
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The categories of this paper are: bayes-an
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The categories of this paper are: patt-sol
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The categories of this paper are: q-fin
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The categories of this paper are: hep-lat
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The categories of this paper are: cmp-lg
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The categories of this paper are: chao-dyn
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The categories of this paper are: nucl-ex
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The categories of this paper are: nucl-th
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The categories of this paper are: hep-ph