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Robust dynamic programming

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Regret-Optimal Control for Finite-State Systems

math.OC · 2026-04-26 · unverdicted · novelty 6.0

A nested dynamic program using the Regret-Bellman operator computes regret-optimal policies that interpolate between MDP and robust controllers for finite-state systems.

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  • Regret-Optimal Control for Finite-State Systems math.OC · 2026-04-26 · unverdicted · none · ref 20

    A nested dynamic program using the Regret-Bellman operator computes regret-optimal policies that interpolate between MDP and robust controllers for finite-state systems.