A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
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Publication:6564772
DOI10.1007/s11425-023-2281-0MaRDI QIDQ6564772
Tian Xia, Jia Liu, Zhiping Chen
Publication date: 1 July 2024
Published in: Science China. Mathematics (Search for Journal in Brave)
Markov decision processchance constraintsdistributionally robust optimizationdynamical neural networkmoment-based ambiguity set
Artificial neural networks and deep learning (68T07) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)
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