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...
Main Authors: | , , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Neural Information Processing Systems,
2015-12-19T02:23:48Z.
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Subjects: | |
Online Access: | Get fulltext |