Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099)
From MaRDI portal
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
1 June 2022
0 references
distributionally robust optimization
0 references
dynamic programming
0 references
value convergence
0 references
probabilistic performance guarantees
0 references
