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worst-case expectations

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Co-occurring keywords · papers mentioning both

robust optimization (2) robust dynamic programming (1) stochastic optimal control (1) robust markov decision process (1) coherent risk measure (1) robust mdp (1) conic program (1) risk-sensitive decision making (1) min-max problem (1) risk-sensitive markov decision process (1)

Papers

Robust Data-Driven Dynamic Programming NeurIPS 2013 Robustness and risk-sensitivity in Markov decision processes NeurIPS 2012