First-Order Methods for Wasserstein Distributionally Robust MDPs
Julien Grand-Clement 1 Christian Kroer 1
Abstract policies, as they optimize only for the worst-case kernel re-
alization, without incorporating distributional information
Markov decision processes (MDPs) are known about uncertainties.
to be sensitive to parameter specification. Dis-
tributionally robust MDPs alleviate this issue by ...


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