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math.OC2022★ 1 cited
Robust Markov decision processes under parametric transition distributions
Ben Black, Trivikram Dokka, Christopher Kirkbride
This paper considers robust Markov decision processes under parametric transition distributions. We assume that the true transition distribution is uniquely specified by some param…
math.OC2021
Distributionally Robust Resource Planning Under Binomial Demand Intakes
Ben Black, Russell Ainslie, Trivikram Dokka +1
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand…