Variance-Constrained Actor-Critic Algorithms for Discounted and Average Reward MDPs

25 March 2014

Papers citing "Variance-Constrained Actor-Critic Algorithms for Discounted and Average Reward MDPs"

10 / 10 papers shown

Title
Return Capping: Sample-Efficient CVaR Policy Gradient Optimisation Harry Mead Clarissa Costen Bruno Lacerda Nick Hawes 79 0 0 29 Apr 2025
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control A. PrashanthL. Cheng Jie Michael Fu Steve Marcus Csaba Szepesvári 34 91 0 08 Jun 2015
On TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence N. Korda Prashanth La 34 44 0 12 Nov 2014
Risk-sensitive Reinforcement Learning Yun Shen Michael J. Tobia T. Sommer Klaus Obermayer 59 319 0 08 Nov 2013
Variance Adjusted Actor Critic Algorithms Aviv Tamar Shie Mannor OffRL 43 43 0 14 Oct 2013
Policy Evaluation with Variance Related Risk Criteria in Markov Decision Processes Aviv Tamar Dotan Di Castro Shie Mannor OffRL 51 7 0 01 Jan 2013
Policy Gradients with Variance Related Risk Criteria Dotan Di Castro Aviv Tamar Shie Mannor 68 206 0 27 Jun 2012
Risk-sensitive Markov control processes Yun Shen W. Stannat Klaus Obermayer 51 90 0 28 Oct 2011
Infinite-Horizon Policy-Gradient Estimation Jonathan Baxter Peter L. Bartlett 70 808 0 03 Jun 2011
Mean-Variance Optimization in Markov Decision Processes Shie Mannor J. Tsitsiklis 74 126 0 29 Apr 2011