Markov-Nash equilibria in mean-field games under model uncertainty
We propose and analyze a framework for mean-field Markov games under model
uncertainty. In this framework, a state-measure flow describing the collective behavior of a …
uncertainty. In this framework, a state-measure flow describing the collective behavior of a …
Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems
In this note we provide an upper bound for the difference between the value function of a
distributionally robust Markov decision problem and the value function of a non-robust …
distributionally robust Markov decision problem and the value function of a non-robust …