Robustness of Policies in Constrained Markov Decision Processes

DOI10.1109/TAC.2006.872754zbMATH Open1366.90219WikidataQ59313611 ScholiaQ59313611MaRDI QIDQ5281807FDOQ5281807

Authors: Alexander Zadorojniy, Adam Shwartz 

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Markov and semi-Markov decision processes (90C40)

Cited In (11)

• Robustness of stochastic bandit policies
• Finite horizon optimal control of discrete-time nonlinear systems with unfixed initial state using adaptive dynamic programming
• Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
• Set coverage and robust policy
• Potentials based optimization with embedded Markov chain for stochastic constrained system
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality
• Constrained Markov decision processes with uncertain costs
• Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
• Robust Markov Decision Processes
• Policy iteration for robust nonstationary Markov decision processes

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