Robust Markov Decision Processes

DOI10.1287/moor.1120.0566zbMath1291.90295DBLPjournals/mor/WiesemannKR13OpenAlexW2155153696WikidataQ92556849 ScholiaQ92556849MaRDI QIDQ5169660

Berc Rustem, Daniel Kuhn, Wolfram Wiesemann

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1120.0566

zbMATH Keywords

Markov decision processessemidefinite programmingrobust optimization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Markov and semi-Markov decision processes (90C40)

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