Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
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Publication:5081099
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Cites work
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- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Robust MDPs with \(k\)-rectangular uncertainty
- Robust Markov Decision Processes
- Robust assortment optimization in revenue management under the multinomial logit choice model
- Robust portfolio control with stochastic factor dynamics
- Robust sample average approximation
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Cited in
(10)- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
- Ambiguous partially observable Markov decision processes: structural results and applications
- Performance guarantees for empirical Markov decision processes with applications to multiperiod inventory models
- Distributionally robust Markov decision processes
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Robust \(Q\)-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Reinforcement learning in robust Markov decision processes
- A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
- Distributionally robust optimization for sequential decision-making
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