2 papers
math.OC2025
Beyond discounted returns: Robust Markov decision processes with average and Blackwell optimality
Julien Grand-Clément, Marek Petrik, Nicolas Vieille
Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the object…
cs.LG2024
Risk-averse Total-reward MDPs with ERM and EVaR
Xihong Su, Julien Grand-Clément, Marek Petrik
Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent poli…