Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: ROME / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sharp estimate of the binomial mean absolute deviation with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally robust optimization for sequential decision-making / rank
 
Normal rank
Property / cites work
 
Property / cites work: Percentile Optimization for Markov Decision Processes with Parameter Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Stochastic Dual Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous chance constrained problems and robust optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence in Wasserstein distance of the empirical measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Choosing and Bounding Probability Metrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Portfolio Control with Stochastic Factor Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization and Its Tractable Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax Control of Discrete-Time Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven chance constrained stochastic program / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally robust optimization with decision dependent ambiguity sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust MDPs with <i>k</i>-Rectangular Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration inequalities for the empirical distribution of discrete distributions: beyond the method of types / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3496342 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Control of Markov Decision Processes with Uncertain Transition Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5702553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markovian Decision Processes with Uncertain Transition Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Class of Minimax Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Subject to Total Variation Distance Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven risk-averse stochastic optimization with Wasserstein metric / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1137/21m1423841 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4280617966 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:01, 30 July 2024

scientific article; zbMATH DE number 7535633
Language Label Description Also known as
English
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
scientific article; zbMATH DE number 7535633

    Statements

    Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (English)
    0 references
    0 references
    1 June 2022
    0 references
    distributionally robust optimization
    0 references
    dynamic programming
    0 references
    value convergence
    0 references
    probabilistic performance guarantees
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references