2000 character limit reached
Risk-sensitive Markov decision problems under model uncertainty: finite time horizon case (2104.06915v1)
Published 14 Apr 2021 in math.OC
Abstract: In this paper we study a class of risk-sensitive Markovian control problems in discrete time subject to model uncertainty. We consider a risk-sensitive discounted cost criterion with finite time horizon. The used methodology is the one of adaptive robust control combined with machine learning.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.
