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20202026
most citedAverage-Reward Reinforcement Learning with Trust Region Methods

2 citations · 3 across the 3 of their papers we have counts for

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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…