Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099)
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scientific article; zbMATH DE number 7535633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets |
scientific article; zbMATH DE number 7535633 |
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Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (English)
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1 June 2022
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distributionally robust optimization
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dynamic programming
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value convergence
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probabilistic performance guarantees
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