Regret based Robust Solutions for Uncertain Markov Decision Processes
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...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2013
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |