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cs.LG2020★ 6 cited
Robust Constrained-MDPs: Soft-Constrained Robust Policy Optimization under Model Uncertainty
Reazul Hasan Russel, Mouhacine Benosman, Jeroen Van Baar
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we pr…
cs.LG2020
Entropic Risk Constrained Soft-Robust Policy Optimization
Reazul Hasan Russel, Bahram Behzadian, Marek Petrik
Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by mo…