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	Modello di Markov Robusto	Simulazione Monte Carlo
Campo	Simulazione	Processo decisionale
Famiglia	Process / pipeline	MCDM
Anno di origine	2005	1949
Ideatore	Nilim & El Ghaoui; Iyengar	Metropolis, N., Ulam, S.
Tipo	Robust probabilistic model	Robustness wrapper — Monte Carlo uncertainty propagation
Fonte seminale	Nilim, A., El Ghaoui, L. (2005). Robust control of Markov decision processes with uncertain transition matrices. Operations Research, 53(5), 780-798.	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association
Alias	RMM, Robust Markov Chain, Uncertain Markov Model, Interval Markov Model	—
Correlati	4	0
Sintesi	A Robust Markov Model applies robustness principles to Markov chains by replacing single-point transition probabilities with uncertainty sets, then optimizing against the worst-case realization. Originally developed for robust Markov decision processes in operations research, it is used wherever transition rates are estimated with noise or are subject to adversarial variation, ensuring decisions remain safe across the full uncertainty range.	MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.