activity
20182022
most citedA Scheme for Dynamic Risk-Sensitive Sequential Decision Making

1 citations · 2 across the 4 of their papers we have counts for

collaborators

5 papers

math.OC20221 cited

A unified algorithm framework for mean-variance optimization in discounted Markov decision processes

Shuai Ma, Xiaoteng Ma, Li Xia

This paper studies the risk-averse mean-variance optimization in infinite-horizon discounted Markov decision processes (MDPs). The involved variance metric concerns reward variabil…

cs.IT2021

First- and Second-Moment Constrained Gaussian Channels

Shuai Ma, Michèle Wigger

This paper studies the channel capacity of intensity-modulation direct-detection (IM/DD) visible light communication (VLC) systems under both optical and electrical power constrain…

cs.LG2019

Variance-Based Risk Estimations in Markov Processes via Transformation with State Lumping

Shuai Ma, Jia Yuan Yu

Variance plays a crucial role in risk-sensitive reinforcement learning, and most risk measures can be analyzed via variance. In this paper, we consider two law-invariant risks as e…

cs.AI20191 cited

A Scheme for Dynamic Risk-Sensitive Sequential Decision Making

Shuai Ma, Jia Yuan Yu, Ahmet Satir

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the m…

cs.AI2018

State-Augmentation Transformations for Risk-Sensitive Reinforcement Learning

Shuai Ma, Jia Yuan Yu

In the framework of MDP, although the general reward function takes three arguments-current state, action, and successor state; it is often simplified to a function of two argument…