Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
From MaRDI portal
Recommendations
- Percentile performance criteria for limiting average Markov decision processes
- Percentile queries in multi-dimensional Markov decision processes
- Percentile queries in multi-dimensional Markov decision processes
- Optimization of Markov decision processes under the variance criterion
- Optimal solutions for undiscounted variance penalized Markov decision chains
- Partially observable Markov decision processes with imprecise parameters
- Optimization under decision-dependent uncertainty
- Optimality conditions for partially observable Markov decision processes
- Optimization in periodic Markovian decision processes
- scientific article; zbMATH DE number 4037634
Cited in
(47)- Ambiguous partially observable Markov decision processes: structural results and applications
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- Light robustness in the optimization of Markov decision processes with uncertain parameters
- Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes
- Robust analysis of discounted Markov decision processes with uncertain transition probabilities
- Robust control of the multi-armed bandit problem
- Partially observable Markov decision processes incorporating
- Bounding fixed points of set-based Bellman operator and Nash equilibria of stochastic games
- Constrained Markov decision processes with uncertain costs
- Robust MDPs with k-rectangular uncertainty
- Bounded-parameter partially observable Markov decision processes: framework and algorithm
- Profit criteria involving risk in price setting of virtual products
- Towards min max generalization in reinforcement learning
- A percentile system optimization approach with and without path enumeration
- Optimal information blending with measurements in the \(L^{2}\) sphere
- Robust Markov control processes
- Percentile performance criteria for limiting average Markov decision processes
- Probabilistic guarantees in robust optimization
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Quantile Markov Decision Processes
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Distributionally robust optimization for sequential decision-making
- Percentile queries in multi-dimensional Markov decision processes
- Distributionally robust chance constraints for non-linear uncertainties
- Approximability and efficient algorithms for constrained fixed-horizon POMDPs with durative actions
- Data-driven remanufacturing planning with parameter uncertainty
- Joint chance-constrained Markov decision processes
- Reinforcement learning with dynamic convex risk measures
- A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
- The complexity of uncertainty in Markov decision processes
- Distributionally robust chance-constrained Markov decision processes with random payoff
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets
- Percentile optimization in multi-armed bandit problems
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Policy gradient algorithms for robust MDPs with nonrectangular uncertainty sets
- Sequential decision-making under uncertainty: a robust MDPs review
- Solution for infinite horizon double-factored Markov decision processes with application
- Data-driven approximation of distributionally robust chance constraints using Bayesian credible intervals
- Double-factored decision theory for Markov decision processes with multiple scenarios of the parameters
- Convex approximations of random constrained Markov decision processes
- Single-controller chance-constrained stochastic games
- Rank-1 transition uncertainties in constrained Markov decision processes
- An offline risk-aware policy selection method for Bayesian Markov decision processes
- Bayesian safe policy learning with chance constrained optimization: application to military security assessment during the Vietnam War
- Decision-aware robust Markov decision processes with distance-based uncertainty sets
This page was built for publication: Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3100462)
