A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties (Q6495779)
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scientific article; zbMATH DE number 7841415
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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)
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2 May 2024
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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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sample complexity
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