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stat.ML2013★ 23 cited
Variance Adjusted Actor Critic Algorithms
Aviv Tamar, Shie Mannor
We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept…
cs.LG2013★ 28 cited
Scaling Up Robust MDPs by Reinforcement Learning
Aviv Tamar, Huan Xu, Shie Mannor
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax app…
cs.LG2013★ 3 cited
Policy Evaluation with Variance Related Risk Criteria in Markov Decision Processes
Aviv Tamar, Dotan Di Castro, Shie Mannor
In this paper we extend temporal difference policy evaluation algorithms to performance criteria that include the variance of the cumulative reward. Such criteria are useful for ri…