Sequential decision-making under uncertainty: a robust MDPs review
From MaRDI portal
Cites work
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- A note on issues of over-conservatism in robust optimization with cost uncertainty
- A survey of adjustable robust optimization
- A survey of decision making and optimization under uncertainty
- Adjustable robust solutions of uncertain linear programs
- Approximate dynamic programming for the military inventory routing problem
- Bias and variance approximation in value function estimates
- Bounded-parameter Markov decision processes
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Distributionally Robust Convex Optimization
- Distributionally Robust Counterpart in Markov Decision Processes
- Distributionally robust Markov decision processes
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Distributionally robust optimization and its tractable approximations
- Distributionally robust optimization for sequential decision-making
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally Robust Stochastic Optimization with Wasserstein Distance
- Distributionally robust stochastic programming
- scientific article; zbMATH DE number 3148886 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 7626790 (Why is no real title available?)
- scientific article; zbMATH DE number 3225500 (Why is no real title available?)
- Interval Markov Decision Processes with Continuous Action-Spaces
- Inventory Control in a Fluctuating Demand Environment
- Lagrangian dual decision rules for multistage stochastic mixed-integer programming
- Markov Decision Processes with Imprecise Transition Probabilities
- Markovian Decision Processes with Uncertain Transition Probabilities
- Maximum likelihood estimation and inference. With examples in R, SAS and ADMB
- More risk-sensitive Markov decision processes
- On optimal bidding in sequential procurement auctions
- On the convergence of stochastic dual dynamic programming and related methods
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- Optimal Transport
- Optimal treatment of chronic kidney disease with uncertainty in obtaining a transplantable kidney: an MDP based approach
- Parameter Imprecision in Finite State, Finite Action Dynamic Programs
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Quantifying distributional model risk via optimal transport
- Quantile Markov Decision Processes
- Rectangular sets of probability measures
- Recursive multiple-priors.
- Regularization via mass transportation
- Reinforcement learning: a comparison of UCB versus alternative adaptive policies
- Risk-averse dynamic programming for Markov decision processes
- Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dual Dynamic Programming
- Robust Dynamic Programming
- Robust Markov Decision Processes
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Robust Markov Decision Processes: Beyond Rectangularity
- Robust MDPs with k-rectangular uncertainty
- Robust Mean-Covariance Solutions for Stochastic Optimization
- Robust newsvendor problems with compound Poisson demands
- Robust optimization
- Robust optimization-methodology and applications
- Robust Satisficing
- Solving mixed integer bilinear problems using MILP formulations
- Stochastic dual dynamic integer programming
- The Price of Robustness
- Tight approximations of dynamic risk measures
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- Timing it right: balancing inpatient congestion vs. readmission risk at discharge
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
This page was built for publication: Sequential decision-making under uncertainty: a robust MDPs review
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6880713)