Kavli Affiliate: Jia Liu | First 5 Authors: Tian Xia, Jia Liu, Abdel Lisser, , | Summary: This paper considers the distributionally robust chance constrained Markov decision process with random reward and ambiguous reward distribution. We consider individual and joint chance constraint cases with Kullback-Leibler divergence based ambiguity sets centered at elliptical distributions or elliptical […]
Continue.. Distributionally robust chance constrained Markov decision process with Kullback-Leibler divergence