Distributionally robust chance-constrained Markov decision processes with random payoff

DOI10.1007/s00245-024-10167-wzbMath1545.60092MaRDI QIDQ6589701

Abdel Lisser, Hoang Nam Nguyen, Vikas Vikram Singh

Publication date: 20 August 2024

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Markov decision processsecond-order cone programmingcopositive optimizationbiconvex optimizationdistributionally robust chance constraintsmix-integer second-order cone programming

Mathematics Subject Classification ID

Convex programming (90C25) Markov and semi-Markov decision processes (90C40) Transition functions, generators and resolvents (60J35)

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