Robustness to Approximations and Model Learning in MDPs and POMDPs
From MaRDI portal
Publication:5153607
DOI10.1007/978-3-030-76928-4_9zbMath1471.93255OpenAlexW3172003993MaRDI QIDQ5153607
Serdar Yüksel, Ali Devran Kara
Publication date: 30 September 2021
Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1974/28913
Sensitivity (robustness) (93B35) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)
Cites Work
- Adapted Wasserstein distances and stability in mathematical finance
- Near optimality of quantized policies in stochastic control under weak continuity conditions
- Connections between stochastic control and dynamic games
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Robust properties of risk-sensitive control
- Bayesian nonparametrics
- Continuity of utility maximization under weak convergence
- Weak Feller property of non-linear filters
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems
- Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
- Statistical Methods in Markov Chains
- Nonparametric Estimation of Conditional Distributions
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces
- Real Analysis and Probability
- Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
- Robust H∞ infinity control in the presence of stochastic uncertainty
- Robustness to Incorrect System Models in Stochastic Control
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Robustness to Incorrect Priors in Partially Observed Stochastic Control
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Robustness to Approximations and Model Learning in MDPs and POMDPs