Robust Markov Decision Processes: Beyond Rectangularity.
Vineet GoyalJulien Grand-ClémentPublished in: Math. Oper. Res. (2023)
Keyphrases
- markov decision processes
- state space
- optimal policy
- finite state
- reinforcement learning
- reachability analysis
- policy iteration
- decision theoretic planning
- dynamic programming
- planning under uncertainty
- transition matrices
- factored mdps
- average reward
- finite horizon
- average cost
- reinforcement learning algorithms
- semi markov decision processes
- model based reinforcement learning
- markov decision process
- state and action spaces
- action sets
- probabilistic planning
- risk sensitive
- action space
- partially observable
- total reward
- infinite horizon
- stochastic shortest path