Robust MDPs with k-rectangular uncertainty
From MaRDI portal
Publication:2833114
DOI10.1287/MOOR.2016.0786zbMATH Open1349.90833OpenAlexW2553297237MaRDI QIDQ2833114FDOQ2833114
Huan Xu, Ofir Mebel, Shie Mannor
Publication date: 16 November 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2016.0786
Cites Work
- Risk, ambiguity and the Savage axioms
- The Price of Robustness
- Probability Inequalities for the Sum of Independent Random Variables
- Learning Under Ambiguity
- Robust convex optimization
- Distributionally Robust Optimization and Its Tractable Approximations
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Risk-averse dynamic programming for Markov decision processes
- Near-optimal regret bounds for reinforcement learning
- Robust Markov Decision Processes
- Bounded-parameter Markov decision processes
- Bias and Variance Approximation in Value Function Estimates
- Distributionally robust Markov decision processes
- A Convex Analytic Approach to Risk-Aware Markov Decision Processes
- Robust Adaptive Markov Decision Processes: Planning with Model Uncertainty
Cited In (11)
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
- A survey of decision making and optimization under uncertainty
- Robust \(Q\)-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes
- Concurrent MDPs with Finite Markovian Policies
- A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
- Set-based value operators for non-stationary and uncertain Markov decision processes
- Title not available (Why is that?)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
Uses Software
This page was built for publication: Robust MDPs with \(k\)-rectangular uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2833114)
