相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces
Insoon Yang
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2020)
INFINITE HORIZON AVERAGE COST DYNAMIC PROGRAMMING SUBJECT TO TOTAL VARIATION DISTANCE AMBIGUITY
Ioannis Tzortzis et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2019)
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Peyman Mohajerin Esfahani et al.
MATHEMATICAL PROGRAMMING (2018)
A dynamic game approach to distributionally robust safety specifications for stochastic systems
Insoon Yang
AUTOMATICA (2018)
Data-driven risk-averse stochastic optimization with Wasserstein metric
Chaoyue Zhao et al.
OPERATIONS RESEARCH LETTERS (2018)
A Convex Optimization Approach to Distributionally Robust Markov Decision Processes With Wasserstein Distance
Insoon Yang
IEEE CONTROL SYSTEMS LETTERS (2017)
Distributionally Robust Counterpart in Markov Decision Processes
Pengqian Yu et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2016)
On the rate of convergence in Wasserstein distance of the empirical measure
Nicolas Fournier et al.
PROBABILITY THEORY AND RELATED FIELDS (2015)
Distributionally Robust Convex Optimization
Wolfram Wiesemann et al.
OPERATIONS RESEARCH (2014)
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
Aharon Ben-Tal et al.
MANAGEMENT SCIENCE (2013)
Distributionally robust joint chance constraints with second-order moment information
Steve Zymler et al.
MATHEMATICAL PROGRAMMING (2013)
Distributionally Robust Markov Decision Processes
Huan Xu et al.
MATHEMATICS OF OPERATIONS RESEARCH (2012)
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
Erick Delage et al.
OPERATIONS RESEARCH (2010)
Semi-infinite programming
Marco Lopez et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2007)
The optimizer's curse: Skepticism and postdecision surprise in decision analysis
JE Smith et al.
MANAGEMENT SCIENCE (2006)
Robust control of Markov decision processes with uncertain transition matrices
A Nilim et al.
OPERATIONS RESEARCH (2005)
Uncertain convex programs: randomized solutions and confidence levels
G Calafiore et al.
MATHEMATICAL PROGRAMMING (2005)
MINIMAX CONTROL OF DISCRETE-TIME STOCHASTIC SYSTEMS
J. I. Gonzalez-Trejo et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2003)
Minimax optimal control of stochastic uncertain systems with relative entropy constraints
IR Petersen et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2000)
分享论文
