Distributionally Robust Optimization Efficiently Solves Offline Reinforcement Learning.

Yue Wang Yuting Hu Jinjun Xiong Shaofeng Zou

Published in: CoRR (2023)

Keyphrases

robust optimization
reinforcement learning
chance constrained
stochastic programming
mathematical programming
portfolio optimization
lot sizing
decision theory
semidefinite programming
machine learning
artificial intelligence
supervised learning
knapsack problem