Light robustness in the optimization of Markov decision processes with uncertain parameters
Peter Buchholz, Dimitri Scheftelowitsch
| Year of publication: |
2019
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|---|---|
| Authors: | Buchholz, Peter ; Scheftelowitsch, Dimitri |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 108.2019, p. 69-81
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| Subject: | Markov decision process | Parameter uncertainty | Robust optimization | Mixed Integer Linear Programming | Nonlinear Programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Robustes Verfahren | Robust statistics | Entscheidung | Decision | Entscheidung unter Unsicherheit | Decision under uncertainty |