Robust analysis of discounted Markov decision processes with uncertain transition probabilities

DOI10.1007/s11766-020-3664-1zbMath1474.90500OpenAlexW3115660529MaRDI QIDQ2033494

Xu-ming Lou, Fujun Hou, Zhen-kai Lou

Publication date: 17 June 2021

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-020-3664-1

zbMATH Keywords

Markov decision processesrobust optimal policyrobustness and sensitivityuncertain transition probabilitiesvalue interval

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40) Transition functions, generators and resolvents (60J35)

Cites Work

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• Stabilization of Stochastic Nonlinear Delay Systems With Exogenous Disturbances and the Event-Triggered Feedback Control
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Robust Dynamic Programming

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