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Distributionally robust chance-constrained Markov decision processes with random payoff - MaRDI portal

Distributionally robust chance-constrained Markov decision processes with random payoff (Q6589701)

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scientific article; zbMATH DE number 7898814
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English
Distributionally robust chance-constrained Markov decision processes with random payoff
scientific article; zbMATH DE number 7898814

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    Distributionally robust chance-constrained Markov decision processes with random payoff (English)
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    20 August 2024
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    Markov decision process
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    distributionally robust chance constraints
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    second-order cone programming
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    copositive optimization
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    mix-integer second-order cone programming
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    biconvex optimization
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