Nakao, H., Jiang, R., & Shen, S. (2021). Distributionally robust partially observable Markov decision process with moment-based ambiguity. SIAM Journal on Optimization, 31(1), 461-488.
Implements HSVI algorithm for POMDP and a DR-variant of HSVI for moment-based DR-POMDP.
Before you use the code, ensure you have met the following requirements:
- You have access of Gurobi. It is used as the optimization solver for various linear programming and models in the code.