Distributionally Robust Counterpart in Markov Decision Processes

DOI10.1109/TAC.2015.2495174zbMath1359.90150arXiv1501.07418MaRDI QIDQ2980400

Pengqian Yu, Huan Xu

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.07418

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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