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Persistent link: https://www.econbiz.de/10010403618
Motivated by an application to school funding, we introduce the notion of a robust decomposable Markov decision process (MDP). A robust decomposable MDP model applies to situations where several MDPs, with the transition probabilities in each only known through an uncertainty set, are coupled...
Persistent link: https://www.econbiz.de/10011097709