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

Sivaramakrishnan Ramani, Archis Ghate. A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties. SIAM Journal on Optimization, 34(2):1540-1568, 2024. [doi]

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