@inproceedings{c5719605dd614dbdb0ea0e6102b59b7f,
title = "Lightning does not strike twice: Robust MDPs with coupled uncertainty",
abstract = "We consider Markov decision processes under parameter uncertainty. Previous studies all restrict to the case that uncertainties among different states are uncoupled, which leads to conservative solutions. In contrast, we introduce an intuitive concept, termed {"}Lightning Does not Strike Twice,{"} to model coupled uncertain parameters. Specifically, we require that the system can deviate from its nominal parameters only a bounded number of times. We give probabilistic guarantees indicating that this model represents real life situations and devise tractable algorithms for computing optimal control policies.",
author = "Shie Mannor and Ofir Mebel and Huan Xu",
year = "2012",
language = "الإنجليزيّة",
isbn = "9781450312851",
series = "Proceedings of the 29th International Conference on Machine Learning, ICML 2012",
pages = "385--392",
booktitle = "Proceedings of the 29th International Conference on Machine Learning, ICML 2012",
note = "29th International Conference on Machine Learning, ICML 2012 ; Conference date: 26-06-2012 Through 01-07-2012",
}