A Convex Optimization Approach to Distributionally Robust Markov Decision Processes With Wasserstein Distance

Insoon Yang. A Convex Optimization Approach to Distributionally Robust Markov Decision Processes With Wasserstein Distance. IEEE Control Systems Letters, 1(1):164-169, 2017. [doi]

@article{Yang17-30,
  title = {A Convex Optimization Approach to Distributionally Robust Markov Decision Processes With Wasserstein Distance},
  author = {Insoon Yang},
  year = {2017},
  doi = {10.1109/LCSYS.2017.2711553},
  url = {https://doi.org/10.1109/LCSYS.2017.2711553},
  researchr = {https://researchr.org/publication/Yang17-30},
  cites = {0},
  citedby = {0},
  journal = {IEEE Control Systems Letters},
  volume = {1},
  number = {1},
  pages = {164-169},
}