no code implementations • 21 Nov 2020 • Boxiao Chen, Selvaprabu Nadarajah, Parshan Pakiman, Stefanus Jasin
We also show that ARL, by being conscious of both model ambiguity and revenue, bridges the gap between a distributionally robust policy and a follow-the-leader policy, which focus on model ambiguity and revenue, respectively.
1 code implementation • 9 Jan 2020 • Parshan Pakiman, Selvaprabu Nadarajah, Negar Soheili, Qihang Lin
Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain policies and lower bounds on the optimal policy cost of discounted-cost Markov decision processes (MDPs).
