Distributionally robust optimization for sequential decision-making
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Publication:5238202
DOI10.1080/02331934.2019.1655738zbMath1431.90169arXiv1801.04745OpenAlexW2969520023MaRDI QIDQ5238202
William B. Haskell, Pengqian Yu, Zhi Chen
Publication date: 28 October 2019
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.04745
Convex programming (90C25) Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
Related Items (4)
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets ⋮ Markov decision processes under model uncertainty ⋮ Wasserstein distributionally robust chance-constrained program with moment information ⋮ A survey of decision making and optimization under uncertainty
Uses Software
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