Rectangularity and Duality of Distributionally Robust Markov Decision Processes
本文讨论了分布鲁棒马尔可夫决策过程的几种建模方法，其中转移核不精确已知而属于模糊集，旨在阐明博弈与静态公式之间的联系，并分析模糊集的矩形性在其中的作用。
Abstract The main goal of this paper is to discuss several approaches to the formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements of the corresponding ambiguity sets. The intent is to clarify some connections between the game and static formulations of distributionally robust MDPs, and delineate the role of rectangularity associated with ambiguity sets in determining these connections.