Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity

DOI10.1137/19M1268410zbMath1458.90633arXiv1906.05988MaRDI QIDQ5147037

Hideaki Nakao, Siqian Shen, Ruiwei Jiang

Publication date: 2 February 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.05988

zbMATH Keywords

epidemic controlPOMDPdistributionally robust optimizationpartially observable Markov decision processheuristic search value iterationHSVImoment-based ambiguity set

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Robustness in mathematical programming (90C17)

Related Items (2)

Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets ⋮ Solving zero-sum one-sided partially observable stochastic games

Uses Software

• POMDP

Cites Work

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