منابع مشابه
Robust Markov Decision Processes
Markov decision processes (MDPs) are powerful tools for decision making in uncertain dynamicenvironments. However, the solutions of MDPs are of limited practical use due to their sensitivityto distributional model parameters, which are typically unknown and have to be estimated by thedecision maker. To counter the detrimental effects of estimation errors, we consider robust MDPs...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2013
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1120.0566