Dimitrov, Nedialko B.; Dimitrov, Stanko; Chukova, Stefanka - In: European Journal of Operational Research 239 (2014) 1, pp. 199-213
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...