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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Bibliographic Details
Main Authors: Ahmed, Asrar (Author), Varakantham, Pradeep (Author), Adulyasak, Yossiri (Contributor), Jaillet, Patrick (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Neural Information Processing Systems, 2015-12-19T02:23:48Z.
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