Reinforcement learning in robust Markov decision processes

DOI10.1287/MOOR.2016.0779MaRDI QIDQ2833106zbMATH OpenOpenAlexFDO

Authors Shiau Hong Lim, Huan Xu, Shie Mannor

Publication date 16 November 2016

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

Full work available at URL https://doi.org/10.1287/moor.2016.0779

zbMATH Keywords

reinforcement learningrobust MDP

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40)

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Cites work

• 10.1162/153244303765208377
• 10.1162/1532443041827880
• Bias and variance approximation in value function estimates
• Bounded Parameter Markov Decision Processes with Average Reward Criterion
• Distributionally robust Markov decision processes
• scientific article; zbMATH DE number 4170917 (Why is no real title available?)
• Markov decision processes with arbitrary reward processes
• Near-optimal regret bounds for reinforcement learning
• Online Markov decision processes
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Robust Dynamic Programming

Cited in

(20)

• Q-learning for Markov decision processes with a satisfiability criterion
• From perturbation analysis to Markov decision processes and reinforcement learning
• Probability matching and reinforcement learning
• \(L^\ast\)-based learning of Markov decision processes (extended version)
• Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
• Lipschitzness is all you need to tame off-policy generative adversarial imitation learning
• A survey of decision making and optimization under uncertainty
• Poisoning finite-horizon Markov decision processes at design time
• Robust MDPs with k-rectangular uncertainty
• Distributionally robust Markov decision processes
• Towards min max generalization in reinforcement learning
• Learning Representation and Control in Markov Decision Processes: New Frontiers
• Learning algorithms for Markov decision processes
• Robust risk-aware reinforcement learning
• Renewal Monte Carlo: Renewal Theory-Based Reinforcement Learning
• Q-learning for distributionally robust Markov decision processes
• Robust Markov Decision Processes
• Continuous-time robust dynamic programming
• Robust Markov Decision Processes: Beyond Rectangularity
• Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty

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