Distributionally Robust Counterpart in Markov Decision Processes
نویسندگان
چکیده
منابع مشابه
Distributionally Robust Markov Decision Processes
We consider Markov decision processes where the values of the parameters are uncertain. This uncertainty is described by a sequence of nested sets (that is, each set contains the previous one), each of which corresponds to a probabilistic guarantee for a different confidence level so that a set of admissible probability distributions of the unknown parameters is specified. This formulation mode...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2016
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2015.2495174