Kavli Affiliate: Jia Liu | First 5 Authors: Tian Xia, Jia Liu, Zhiping Chen, , | Summary: In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the moment-based uncertainty set. To cope with the non-convexity and […]
Continue.. A dynamical neural network approach for distributionally robust chance constrained Markov decision process