Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A note on the strong formulation of stochastic control problems with
  model uncertainty   We consider a Markovian stochastic control problem with model uncertainty.
The controller (intelligent player) observes only the state, and, therefore,
uses feed-back (closed-loop) strategies. The adverse player (nature) who does
not have a direct interest in the pay-off, chooses open-loop controls that
parametrize Knightian uncertainty. This creates a two-step optimization problem
(like half of a game) over feed-back strategies and open-loop controls. The
main result is to show that, under some assumptions, this provides the same
value as the (half of) the zero-sum symmetric game where the adverse player
also plays feed-back strategies and actively tries to minimize the pay-off. The
value function is independent of the filtration accessible to the adverse
player. Aside from the modeling issue, the present note is a technical
companion to [S\^I3b].

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The categories of this paper are: q-bio
25
The categories of this paper are: patt-sol
31
The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
16
The categories of this paper are: stat
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
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The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-ex
3
The categories of this paper are: physics