Distributionally robust optimal control and MDP modeling (Q2060388)

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scientific article; zbMATH DE number 7442932
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English
Distributionally robust optimal control and MDP modeling
scientific article; zbMATH DE number 7442932

    Statements

    Distributionally robust optimal control and MDP modeling (English)
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    13 December 2021
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    Markov decision process
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    Bellman equations
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    distributional robustness
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    stochastic games
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    risk measures
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    rectangularity
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