3 citations · 8 across the 8 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
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.AI2019★ 1 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…