Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices

DOI10.1109/TAC.2008.930182zbMath1367.90114OpenAlexW1992821128MaRDI QIDQ4974344

Baohua Li, Jennie Si

Publication date: 8 August 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2008.930182

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Markov and semi-Markov decision processes (90C40)

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Uncertainty quantification for Markov chain models

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