68 citations · 200 across the 11 of their papers we have counts for
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cs.AI2014★ 68 cited
Algorithms for CVaR Optimization in MDPs
Yinlam Chow, Mohammad Ghavamzadeh
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditiona…
cs.AI2012★ 1 cited
Approximate Modified Policy Iteration
Bruno Scherrer, Victor Gabillon, Mohammad Ghavamzadeh +1
Modified policy iteration (MPI) is a dynamic programming (DP) algorithm that contains the two celebrated policy and value iteration methods. Despite its generality, MPI has not bee…