Regret based Robust Solutions for Uncertain Markov Decision Processes

• Main Authors: AHMED, Asrar, VARAKANTHAM, Pradeep Reddy, Adulyasak, Yossiri, Jaillet, Patrick
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2013
• Subjects: Artificial Intelligence and Robotics; Business; Operations Research, Systems Engineering and Industrial Engineering
• Online Access: https://ink.library.smu.edu.sg/sis_research/1932; https://ink.library.smu.edu.sg/context/sis_research/article/2931/viewcontent/RRMDP_finalversion.pdf
• Institution: Singapore Management University

In this paper, we seek robust policies for uncertain Markov Decision Processes (MDPs). Most robust optimization approaches for these problems have focussed on the computation of maximin policies which maximize the value corresponding to the worst realization of the uncertainty. Recent work has propo...