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Robust Dynamic Programming

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References

1961Risk, Ambiguity, and the Savage Axioms7,892 cited
1989Maxmin expected utility with non-unique prior4,063 cited
1998Robust Convex Optimization2,606 cited
2001Robust Control and Model Uncertainty1,349 cited
2003Robust Portfolio Selection Problems897 cited
2003Recursive multiple-priors868 cited
1991Universal Portfolios581 cited

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2009Percentile Optimization for Markov Decision Processes with Parameter Uncertainty222 cited
2007Stochastic programming approach to optimization under uncertainty210 cited
2013Robust risk measurement and model risk207 cited
2012Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model

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