Robust analysis of discounted Markov decision processes with uncertain transition probabilities
DOI10.1007/S11766-020-3664-1zbMATH Open1474.90500OpenAlexW3115660529MaRDI QIDQ2033494FDOQ2033494
Authors: Zhen-kai Lou, Fujun Hou, Xu-ming Lou 
Publication date: 17 June 2021
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-020-3664-1
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Markov decision processesrobust optimal policyrobustness and sensitivityuncertain transition probabilitiesvalue interval
Linear programming (90C05) Transition functions, generators and resolvents (60J35) Markov and semi-Markov decision processes (90C40)
Cites Work
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- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Robust Markov Decision Processes
- Markov Decision Processes with Imprecise Transition Probabilities
- Distributionally robust Markov decision processes
- Markovian Decision Processes with Uncertain Transition Probabilities
- Stability analysis of stochastic delay differential equations with Lévy noise
- Stability analysis of semi-Markov switched stochastic systems
- Stabilization of Stochastic Nonlinear Delay Systems With Exogenous Disturbances and the Event-Triggered Feedback Control
- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- Distributionally Robust Counterpart in Markov Decision Processes
Cited In (9)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Markov models of policy support for technology transitions
- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- Sensitivity analysis in Markov decision processes with uncertain reward parameters
- Title not available (Why is that?)
- Light robustness in the optimization of Markov decision processes with uncertain parameters
- Efficient sensitivity analysis for parametric robust Markov chains
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
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