A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties

IF 2.6 1区数学 Q1 MATHEMATICS, APPLIED

SIAM Journal on Optimization Pub Date : 2024-04-24 DOI:10.1137/23m1559920

Sivaramakrishnan Ramani, A. Ghate

引用次数: 0

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A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs：相对保守性、渐近分析和有限样本特性

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来源期刊

SIAM Journal on Optimization 数学-应用数学

CiteScore

5.30

自引率

9.70%

发文量

101

审稿时长

6-12 weeks

期刊介绍： The SIAM Journal on Optimization contains research articles on the theory and practice of optimization. The areas addressed include linear and quadratic programming, convex programming, nonlinear programming, complementarity problems, stochastic optimization, combinatorial optimization, integer programming, and convex, nonsmooth and variational analysis. Contributions may emphasize optimization theory, algorithms, software, computational practice, applications, or the links between these subjects.