Reinforcement Learning in Robust Markov Decision Processes

Shiau Hong Lim, Huan Xu, Shie Mannor. Reinforcement Learning in Robust Markov Decision Processes. Math. Oper. Res., 41(4):1325-1353, 2016. [doi]

@article{LimXM16,
  title = {Reinforcement Learning in Robust Markov Decision Processes},
  author = {Shiau Hong Lim and Huan Xu and Shie Mannor},
  year = {2016},
  doi = {10.1287/moor.2016.0779},
  url = {http://dx.doi.org/10.1287/moor.2016.0779},
  researchr = {https://researchr.org/publication/LimXM16},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {41},
  number = {4},
  pages = {1325-1353},
}