19 citations · 25 across the 8 of their papers we have counts for
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cs.AI2021
Planning for Risk-Aversion and Expected Value in MDPs
Marc Rigter, Paul Duckworth, Bruno Lacerda +1
Planning in Markov decision processes (MDPs) typically optimises the expected cost. However, optimising the expectation does not consider the risk that for any given run of the MDP…
cs.LG2021★ 6 cited
Risk-Averse Bayes-Adaptive Reinforcement Learning
Marc Rigter, Bruno Lacerda, Nick Hawes
In this work, we address risk-averse Bayes-adaptive reinforcement learning. We pose the problem of optimising the conditional value at risk (CVaR) of the total return in Bayes-adap…