Robust Modified Policy Iteration
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Link
https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.1120.0509
Reference17 articles.
1. Optimality of Affine Policies in Multistage Robust Optimization
2. Computing robust basestock levels
3. Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
4. Generalizing Markov decision processes to imprecise probabilities
5. Robust Dynamic Programming
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3. Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics;The Annals of Statistics;2022-12-01
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