Policy gradient algorithms for robust MDPs with nonrectangular uncertainty sets

DOI10.1137/24M1631250MaRDI QIDQ6858916zbMATH OpenFDO

Authors M. Li, Daniel Kuhn, Tobias Sutter

Publication date 12 February 2026

Published in SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

policy gradientrobust Markov decision processesnonrectangular uncertainty sets

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Robustness in mathematical programming (90C17)

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