“…Such a problem formulation allows a broad range of existing control problems to be extended to incorporate parameter uncertainty. For instance, in a number of optimal control applications such as asset protection (Ding, Rahmani, & Egerstedt, 2009) and target tracking (Quintero, Papi, Klein, & Chisci, 2010), the objective functional depends on other agents whose behavior may involve parameter uncertainty. Another application which can be addressed using this formulation is optimal path planning in uncertain environments, such as aircraft routing in a threat environment (Zabarankin, Uryasev, & Pardalos, 2002) or navigating an unmanned surface vehicle in a riverine environment (Gadre, Du, & Stillwell, 2012).…”