The following pages link to Robust Dynamic Programming (Q5704221):
Displayed 50 items.
- Robust optimization in countably infinite linear programs (Q276340) (← links)
- Robust Markov control processes (Q401072) (← links)
- A dynamic inventory rationing problem with uncertain demand and production rates (Q499316) (← links)
- Policy iteration for robust nonstationary Markov decision processes (Q518127) (← links)
- Robust optimization model for uncertain multiobjective linear programs (Q680878) (← links)
- Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Ambiguous partially observable Markov decision processes: structural results and applications (Q1622437) (← links)
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (Q1659683) (← links)
- Robust topological policy iteration for infinite horizon bounded Markov decision processes (Q1726357) (← links)
- Computation of weighted sums of rewards for concurrent MDPs (Q1731592) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Robust response-guided dosing (Q1790204) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Light robustness in the optimization of Markov decision processes with uncertain parameters (Q2003420) (← links)
- Policy-based branch-and-bound for infinite-horizon multi-model Markov decision processes (Q2026970) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- Robust analysis of discounted Markov decision processes with uncertain transition probabilities (Q2033494) (← links)
- Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
- Testing exchangeability: fork-convexity, supermartingales and e-processes (Q2069034) (← links)
- Challenges of real-world reinforcement learning: definitions, benchmarks and analysis (Q2071388) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Robust control of the multi-armed bandit problem (Q2095215) (← links)
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
- A central limit theorem for sets of probability measures (Q2169078) (← links)
- Weight reduction technology and supply chain network design under carbon emission restriction (Q2196011) (← links)
- Learning parametric policies and transition probability models of Markov decision processes from data (Q2220059) (← links)
- Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence (Q2240844) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Robust linear programming with norm uncertainty (Q2336219) (← links)
- Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Distributions with maximum spread subject to Wasserstein distance constraints (Q2422610) (← links)
- Partially observable Markov decision processes incorporating (Q2629679) (← links)
- Bounding fixed points of set-based Bellman operator and Nash equilibria of stochastic games (Q2665331) (← links)
- Poisoning finite-horizon Markov decision processes at design time (Q2668608) (← links)
- Constrained Markov decision processes with uncertain costs (Q2670508) (← links)
- Wald's mighty maximin: a tutorial (Q2816366) (← links)
- Robust Control of Partially Observable Failing Systems (Q2830770) (← links)
- Robust Sensitivity Analysis for Stochastic Systems (Q2833103) (← links)
- Reinforcement Learning in Robust Markov Decision Processes (Q2833106) (← links)
- Robust MDPs with <i>k</i>-Rectangular Uncertainty (Q2833114) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)