Robustness of Policies in Constrained Markov Decision Processes

DOI10.1109/TAC.2006.872754MaRDI QIDQ5281807zbMATH OpenWikidataFDO

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

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