Solving long-run average reward robust MDPs via stochastic games
Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address this shortcoming of MDPs by assigning to each transition an...
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| Main Authors: | , , , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2024
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/9341 https://ink.library.smu.edu.sg/context/sis_research/article/10341/viewcontent/0741.pdf |
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| Institution: | Singapore Management University |
| Language: | English |