Distributionally robust optimization for sequential decision-making
| Autor: | Zhi Chen, Pengqian Yu, William B. Haskell |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Mathematical optimization
021103 operations research Control and Optimization Applied Mathematics 0211 other engineering and technologies Robust optimization 02 engineering and technology Management Science and Operations Research Sequential decision 01 natural sciences 010101 applied mathematics Markov decision process 0101 mathematics ComputingMilieux_MISCELLANEOUS Mathematics |
| Zdroj: | Optimization. 68:2397-2426 |
| ISSN: | 1029-4945 0233-1934 |
| DOI: | 10.1080/02331934.2019.1655738 |
| Popis: | The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust strategy that achieves the maximal expected total reward under the most adversarial distributio... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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