A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties (Q6495779)

From MaRDI portal
scientific article; zbMATH DE number 7841415
Language Label Description Also known as
English
A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
scientific article; zbMATH DE number 7841415

    Statements

    A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties (English)
    0 references
    0 references
    2 May 2024
    0 references
    distributionally robust optimization
    0 references
    dynamic programming
    0 references
    value convergence
    0 references
    probabilistic performance guarantees
    0 references
    sample complexity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references