25 citations · 85 across the 10 of their papers we have counts for
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cs.LG2022★ 1 cited
Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation
Xiaoteng Ma, Zhipeng Liang, Jose Blanchet +5
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment…
cs.LG2022★ 3 cited
Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning
Xiaoteng Ma, Shuai Ma, Li Xia +1
Keeping risk under control is often more crucial than maximizing expected rewards in real-world decision-making situations, such as finance, robotics, autonomous driving, etc. The…
math.OC2022★ 1 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…