Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
From MaRDI portal
Publication:5081099
Recommendations
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Distributionally robust Markov decision processes
- Robust Markov Decision Processes
- Distributionally Robust Counterpart in Markov Decision Processes
- Robust Adaptive Markov Decision Processes: Planning with Model Uncertainty
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
- Ambiguous partially observable Markov decision processes: structural results and applications
- Robust analysis of discounted Markov decision processes with uncertain transition probabilities
- Markov decision processes under ambiguity
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
Cites work
- A sharp estimate of the binomial mean absolute deviation with applications
- Ambiguous chance constrained problems and robust optimization
- Concentration inequalities for the empirical distribution of discrete distributions: beyond the method of types
- Data-driven chance constrained stochastic program
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Distributionally Robust Convex Optimization
- Distributionally robust optimization and its tractable approximations
- Distributionally robust optimization for sequential decision-making
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust optimization with decision dependent ambiguity sets
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Distributionally Robust Stochastic Dual Dynamic Programming
- Dynamic programming subject to total variation distance ambiguity
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- scientific article; zbMATH DE number 2221907 (Why is no real title available?)
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
- Markovian Decision Processes with Uncertain Transition Probabilities
- Minimax Control of Discrete-Time Stochastic Systems
- On a Class of Minimax Stochastic Programs
- On Choosing and Bounding Probability Metrics
- On the rate of convergence in Wasserstein distance of the empirical measure
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Risk-averse two-stage stochastic program with distributional ambiguity
- Robust assortment optimization in revenue management under the multinomial logit choice model
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Robust Markov Decision Processes
- Robust MDPs with k-rectangular uncertainty
- Robust portfolio control with stochastic factor dynamics
- Robust sample average approximation
- Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
Cited in
(14)- Ambiguous partially observable Markov decision processes: structural results and applications
- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
- Reinforcement learning in robust Markov decision processes
- Distributionally robust Markov decision processes
- Performance guarantees for empirical Markov decision processes with applications to multiperiod inventory models
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Distributionally robust optimization for sequential decision-making
- A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
- Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Sequential decision-making under uncertainty: a robust MDPs review
- Efficient strategy synthesis for switched stochastic systems with distributional uncertainty
- Decision-aware robust Markov decision processes with distance-based uncertainty sets
This page was built for publication: Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5081099)
