Robust Markov Decision Processes

From MaRDI portal
Publication:5169660

DOI10.1287/moor.1120.0566zbMath1291.90295OpenAlexW2155153696WikidataQ92556849 ScholiaQ92556849MaRDI QIDQ5169660

Berc Rustem, Daniel Kuhn, Wolfram Wiesemann

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1120.0566




Related Items (59)

Scenario-Based Verification of Uncertain MDPsAmbiguous partially observable Markov decision processes: structural results and applicationsDistributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methodsDeterministic policies based on maximum regrets in MDPs with imprecise rewardsWhen are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?Frameworks and results in distributionally robust optimizationRobust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity SetsA polynomial-time solution scheme for quadratic stochastic programsBounding fixed points of set-based Bellman operator and Nash equilibria of stochastic gamesPoisoning finite-horizon Markov decision processes at design timeConstrained Markov decision processes with uncertain costsQuantile Markov Decision ProcessesDistributionally robust equilibrium for continuous games: Nash and Stackelberg modelsRisk-Averse Stochastic Programming: Time Consistency and Optimal StoppingExplicit explore, exploit, or escape \((E^4)\): near-optimal safety-constrained reinforcement learning in polynomial timeData-driven remanufacturing planning with parameter uncertaintyParameter synthesis in Markov models: a gentle surveyRobustness to Incorrect System Models in Stochastic ControlWasserstein perturbations of Markovian transition semigroupsJoint chance-constrained Markov decision processesDistributionally Robust Strategy Synthesis for Switched Stochastic SystemsAmbiguous Joint Chance Constraints Under Mean and Dispersion InformationLearning parametric policies and transition probability models of Markov decision processes from dataPrimal-dual hybrid gradient method for distributionally robust optimization problemsComputation of weighted sums of rewards for concurrent MDPsTechnical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory ModelsDistributionally Robust Partially Observable Markov Decision Process with Moment-Based AmbiguityOn the Complexity of Reachability in Parametric Markov Decision ProcessesQ-Learning for Distributionally Robust Markov Decision ProcessesA survey of decision making and optimization under uncertaintyUnnamed ItemPortfolio management with robustness in both prediction and decision: a mixture model based learning approachRobust unit commitment with \(n-1\) security criteriaLight robustness in the optimization of Markov decision processes with uncertain parametersRecent advances in robust optimization: an overviewRectangular Sets of Probability MeasuresUnnamed ItemTime (in)consistency of multistage distributionally robust inventory models with moment constraintsRobust analysis of discounted Markov decision processes with uncertain transition probabilitiesExtended Laplace principle for empirical measures of a Markov chainConvergence Analysis for Distributionally Robust Optimization and Equilibrium ProblemsRobust Adaptive Routing Under UncertaintyDiscrete Approximation and Quantification in Distributionally Robust OptimizationData Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical InnovationsDistributionally robust optimal control and MDP modelingLimits of random walks with distributionally robust transition probabilitiesRobust Control of Partially Observable Failing SystemsTesting exchangeability: fork-convexity, supermartingales and e-processesRobust MDPs with k-Rectangular UncertaintyDistributionally robust optimization. A review on theory and applicationsDistributionally robust optimization for sequential decision-makingRisk-averse policy optimization via risk-neutral policy optimizationAn active-set strategy to solve Markov decision processes with good-deal risk measureRobust control of the multi-armed bandit problemConcurrent MDPs with Finite Markovian PoliciesA distributionally robust perspective on uncertainty quantification and chance constrained programmingDistributionally Robust Markov Decision Processes and Their Connection to Risk MeasuresDistributionally Robust Inventory Control When Demand Is a MartingaleToward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics




This page was built for publication: Robust Markov Decision Processes