A family of s-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
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A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
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Cites work
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- scientific article; zbMATH DE number 7626790 (Why is no real title available?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Markovian Decision Processes with Uncertain Transition Probabilities
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Robust Markov Decision Processes
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Robust MDPs with k-rectangular uncertainty
- The Concise Encyclopedia of Statistics
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
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