Robust Markov control processes
DOI10.1016/J.JMAA.2014.06.028zbMATH Open1298.49037OpenAlexW2074999860MaRDI QIDQ401072FDOQ401072
Authors: Anna Jaskiewicz, Andrzej S. Nowak 
Publication date: 26 August 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.028
Recommendations
robust controlFatou's lemmaaverage minimax control problemgeneralised Tauberian relationoptimality inequality
Discrete-time Markov processes on general state spaces (60J05) Sensitivity (robustness) (93B35) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)
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Cited In (9)
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
- Discounted robust control for Markov diffusion processes
- Q-learning for distributionally robust Markov decision processes
- Robust Markov Decision Processes
- Markov decision processes with risk-sensitive criteria: an overview
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