most citedPAC-Bayesian-Like Error Bound for a Class of Linear Time-Invariant Stochastic State-Space Models

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math.OC2021

Safe Dynamic Programming

Rafal Wisniewski, Manuela L. Bujorianu

We incorporate safety specifications into dynamic programming. Explicitly, we address the minimization problem of a Markov decision process up to a stopping time with safety constr…