Solving long-run average reward robust MDPs via stochastic games

• Main Authors: CHATTERJEE, Krishnendu, GOHARSHADY, Ehsan Kafshdar, KARRABI, Mehrdad, NOVOTNÝ, Petr, ZIKELIC, Dorde
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Artificial Intelligence and Robotics
• 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
• Institution: Singapore Management University

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...