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 {\em maximin} policies which maximize the value corresponding to the worst realization of the uncertainty. Recent work has...

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书目详细资料
Main Authors: Ahmed, Asrar, Varakantham, Pradeep, Adulyasak, Yossiri, Jaillet, Patrick
其他作者: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
格式: 文件
语言:en_US
出版: Neural Information Processing Systems 2015
在线阅读:http://hdl.handle.net/1721.1/100443
https://orcid.org/0000-0002-8585-6566