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

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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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