Distributionally Robust Optimization for Sequential Decision Making.
Zhi ChenPengqian YuWilliam B. HaskellPublished in: CoRR (2018)
Keyphrases
- robust optimization
- sequential decision making
- reinforcement learning
- decision problems
- stochastic programming
- mathematical programming
- influence diagrams
- expected utility
- decision theory
- temporal difference
- lot sizing
- semidefinite programming
- decision making
- sensitivity analysis
- genetic algorithm
- computational complexity
- multi agent