Multi-Scenario Uncertainty in Markov Decision Processes
Author: Dimitri Scheftelowitsch
Paper Information
| Title: | Multi-Scenario Uncertainty in Markov Decision Processes |
| Authors: | Dimitri Scheftelowitsch |
| Proceedings: | MoRe Papers |
| Editors: | Mickael Randour and Jeremy Sproston |
| Keywords: | Markov decision processes, Stochastic multi-scenario optimization, Model-level uncertainty, Optimization heuristics |
| Abstract: | ABSTRACT. Markov decision processes (MDPs) are a well-known formalism for mod- eling discrete event systems. Several extensions of the model have been proposed in order to encompass additional model-level uncertainty in MDPs. Here, we introduce a multi-scenario uncertainty model which has been proposed in the author’s PhD thesis and possible future research. |
| Pages: | 3 |
| Talk: | Jul 13 16:00 (Session 88G: Markov decision processes 2) |
| Paper: |  |