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 ...