Robust Control of Markov Decision Processes with Uncertain Transition Matrices
From MaRDI portal
Recommendations
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- Robust Markov control processes
- The optimal robust control policy for uncertain semi-Markov control processes
- Robust control for Markovian jump systems with partially known transition probabilities and nonlinearities
- Robust dynamics and control of a partially observed Markov chain
- Robust \(H_{\infty}\) control of Markovian jump systems with uncertain switching probabilities
- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- A Convex Method of Robust Controller Design for Markovian Jump Systems with Uncertain Transition Rates
- Robust H₂ control for uncertain Markov jump linear systems with partly known transition rates
- RobustH2control of Markovian jump systems with uncertain switching probabilities
Cited in
(only showing first 100 items - show all)- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- scientific article; zbMATH DE number 7626725 (Why is no real title available?)
- IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
- Dynamic programming for deterministic discrete-time systems with uncertain gain
- Sensitivity analysis in Markov decision processes with uncertain reward parameters
- Continuous-time robust dynamic programming
- A family of \(s\)-rectangular robust MDPs: relative conservativeness, asymptotic analyses, and finite-sample properties
- Solution for infinite horizon double-factored Markov decision processes with application
- All-time safety and sample-efficient meta update for online safe meta reinforcement learning under Markov task transition
- Risk-aware controller for autonomous vehicles using model-based collision prediction and reinforcement learning
- Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory
- Robust asset allocation with benchmarked objectives
- Set-based value operators for non-stationary and uncertain Markov decision processes
- Stochastic control for organ donations: a review
- scientific article; zbMATH DE number 7370555 (Why is no real title available?)
- Minimax and risk averse multistage stochastic programming
- Explicit explore, exploit, or escape \((E^4)\): near-optimal safety-constrained reinforcement learning in polynomial time
- Gittins' theorem under uncertainty
- Risk-averse policy optimization via risk-neutral policy optimization
- Distributionally robust optimization for sequential decision-making
- Robust optimal strategies in Markov decision problems
- Deterministic policies based on maximum regrets in MDPs with imprecise rewards
- Robust probabilistic temporal logics
- scientific article; zbMATH DE number 7626790 (Why is no real title available?)
- Light robustness in the optimization of Markov decision processes with uncertain parameters
- Data-driven remanufacturing planning with parameter uncertainty
- Parameter synthesis in Markov models: a gentle survey
- Policy iteration for robust nonstationary Markov decision processes
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
- Robust control of partially observable failing systems
- Learning parametric policies and transition probability models of Markov decision processes from data
- Efficient solutions to factored MDPs with imprecise transition probabilities
- Double-factored decision theory for Markov decision processes with multiple scenarios of the parameters
- A few lessons learned in reinforcement learning for quadcopter attitude control
- Convex approximations of random constrained Markov decision processes
- Reachability analysis of uncertain systems using bounded-parameter Markov decision processes
- A survey of nonlinear robust optimization
- Single-controller chance-constrained stochastic games
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
- Probabilistic timed automata with one clock and initialised clock-dependent probabilities
- Probabilistic timed automata with one clock and initialised clock-dependent probabilities
- Joint chance-constrained Markov decision processes
- Detection-averse optimal and receding-horizon control for Markov decision processes
- An analysis of model-based interval estimation for Markov decision processes
- Robust Markov control processes
- Formulation and properties of a divergence used to compare probability measures without absolute continuity
- Distributionally robust stochastic optimal control
- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- Algorithmic aspects of mean-variance optimization in Markov decision processes
- Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
- A graph-theoretic-based method for analyzing conduction problems
- Learning and planning in partially observable environments without prior domain knowledge
- Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
- A survey of decision making and optimization under uncertainty
- Computation of weighted sums of rewards for concurrent MDPs
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
- Robust optimization in countably infinite linear programs
- Interval Markov decision processes with multiple objectives: from robust strategies to Pareto curves
- Discrete approximation and quantification in distributionally robust optimization
- Online first-order framework for robust convex optimization
- Recursive robust estimation and control without commitment
- Extended Laplace principle for empirical measures of a Markov chain
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Quantile Markov Decision Processes
- Federated reinforcement learning for robot motion planning with zero-shot generalization
- Rank-1 transition uncertainties in constrained Markov decision processes
- Ambiguous partially observable Markov decision processes: structural results and applications
- On the Complexity of Reachability in Parametric Markov Decision Processes
- Selected topics in robust convex optimization
- Variable demand and multi-commodity flow in Markovian network equilibrium
- Robust Dynamic Programming
- Optimal information blending with measurements in the \(L^{2}\) sphere
- On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
- Quantifying distributional model risk via optimal transport
- Robust analysis in stochastic simulation: computation and performance guarantees
- Tight approximations of dynamic risk measures
- A dynamic programming approach to adjustable robust optimization
- Distributionally robust chance-constrained Markov decision processes with random payoff
- Discrete time Markov chains with interval probabilities
- Robust Actuarial Risk Analysis
- Robust decomposable Markov decision processes motivated by allocating school budgets
- Distributionally Robust Inventory Control When Demand Is a Martingale
- On the detection of Markov decision processes
- Scenario-based verification of uncertain MDPs
- Reinforcement learning with limited reinforcement: using Bayes risk for active learning in POMDPs
- Distributionally robust Markov decision processes
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Robust adaptive routing under uncertainty
- Robust control of the multi-armed bandit problem
- Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions
- Coefficients of ergodicity for Markov chains with uncertain parameters
- Robust adversarial risk analysis: a level-k approach
- Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- Robustness to incorrect system models in stochastic control
This page was built for publication: Robust Control of Markov Decision Processes with Uncertain Transition Matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5322137)
