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Revision as of 04:18, 29 July 2024

scientific article; zbMATH DE number 7535633
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Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
scientific article; zbMATH DE number 7535633

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