Distributionally robust optimal control and MDP modeling
Alexander Shapiro
| Year of publication: |
2021
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|---|---|
| Authors: | Shapiro, Alexander |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 5, p. 809-814
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| Subject: | Bellman equations | Distributional robustness | Markov Decision Process | Rectangularity | Risk measures | Stochastic games | Markov-Kette | Markov chain | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2021.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207452