Solving Long-run Average Reward Robust MDPs via Stochastic Games

1 code implementation • 21 Dec 2023 • Krishnendu Chatterjee, Ehsan Kafshdar Goharshady, Mehrdad Karrabi, Petr Novotný, Đorđe Žikelić

We present a novel perspective on this problem and show that it can be reduced to solving long-run average reward turn-based stochastic games with finite state and action spaces.

Decision Making Decision Making Under Uncertainty