Markov Decision Processes with Imprecise Transition Probabilities
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DOI: 10.1287/opre.42.4.739
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- Abhijit Gosavi, 2009. "Reinforcement Learning: A Tutorial Survey and Recent Advances," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 178-192, May.
- Xiaoting Ji & Yifeng Niu & Lincheng Shen, 2016. "Robust Satisficing Decision Making for Unmanned Aerial Vehicle Complex Missions under Severe Uncertainty," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-35, November.
- D. Škulj & R. Hable, 2013. "Coefficients of ergodicity for Markov chains with uncertain parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 107-133, January.
- Zhu, Zhicheng & Xiang, Yisha & Zhao, Ming & Shi, Yue, 2023. "Data-driven remanufacturing planning with parameter uncertainty," European Journal of Operational Research, Elsevier, vol. 309(1), pages 102-116.
- Wolfram Wiesemann & Daniel Kuhn & Berç Rustem, 2013. "Robust Markov Decision Processes," Mathematics of Operations Research, INFORMS, vol. 38(1), pages 153-183, February.
- Zeynep Turgay & Fikri Karaesmen & Egemen Lerzan Örmeci, 2018. "Structural properties of a class of robust inventory and queueing control problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(8), pages 699-716, December.
- Garud N. Iyengar, 2005. "Robust Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 30(2), pages 257-280, May.
- V Varagapriya & Vikas Vikram Singh & Abdel Lisser, 2023. "Joint chance-constrained Markov decision processes," Annals of Operations Research, Springer, vol. 322(2), pages 1013-1035, March.
- Peter Buchholz & Dimitri Scheftelowitsch, 2019. "Computation of weighted sums of rewards for concurrent MDPs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 1-42, February.
- Hyeong Chang, 2006. "Perfect information two-person zero-sum markov games with imprecise transition probabilities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 64(2), pages 335-351, October.
- Erim Kardeş & Fernando Ordóñez & Randolph W. Hall, 2011. "Discounted Robust Stochastic Games and an Application to Queueing Control," Operations Research, INFORMS, vol. 59(2), pages 365-382, April.
- Schapaugh, Adam W. & Tyre, Andrew J., 2013. "Accounting for parametric uncertainty in Markov decision processes," Ecological Modelling, Elsevier, vol. 254(C), pages 15-21.
- Arnab Nilim & Laurent El Ghaoui, 2005. "Robust Control of Markov Decision Processes with Uncertain Transition Matrices," Operations Research, INFORMS, vol. 53(5), pages 780-798, October.
- David L. Kaufman & Andrew J. Schaefer, 2013. "Robust Modified Policy Iteration," INFORMS Journal on Computing, INFORMS, vol. 25(3), pages 396-410, August.
- Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
- Arthur Flajolet & Sébastien Blandin & Patrick Jaillet, 2018. "Robust Adaptive Routing Under Uncertainty," Operations Research, INFORMS, vol. 66(1), pages 210-229, January.
- Wolfram Wiesemann & Daniel Kuhn & Berç Rustem, 2010. "Robust Markov Decision Processes," Working Papers 034, COMISEF.
- Felipe Caro & Aparupa Das Gupta, 2022. "Robust control of the multi-armed bandit problem," Annals of Operations Research, Springer, vol. 317(2), pages 461-480, October.
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Keywords
dynamic programming/optimal control: Markov decision processes;Statistics
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