Markov decision processes under ambiguity

DOI10.4064/bc122-2zbMath1460.90199arXiv1907.02347OpenAlexW2954037867MaRDI QIDQ4989141

Ulrich Rieder, Nicole Bäuerle

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.02347

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40) General considerations in statistical decision theory (62C05)

Related Items (1)

Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures

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