Tags:markov decision, Markov decision processes, Model-level uncertainty, multi scenario, Optimization heuristics, optimization problem and Stochastic multi-scenario optimization
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.
Multi-Scenario Uncertainty in Markov Decision Processes
Multi-Scenario Uncertainty in Markov Decision Processes
