2.7k citations · 4k across the 84 of their papers we have counts for
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Risk-Constrained Reinforcement Learning with Percentile Risk Criteria
Yinlam Chow, Mohammad Ghavamzadeh, Lucas Janson +1
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events o…
Upper-Confidence-Bound Algorithms for Active Learning in Multi-Armed Bandits
Alexandra Carpentier, Alessandro Lazaric, Mohammad Ghavamzadeh +3
In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions wer…
Robust Policy Optimization with Baseline Guarantees
Yinlam Chow, Marek Petrik, Mohammad Ghavamzadeh
Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for…
Policy Gradient for Coherent Risk Measures
Aviv Tamar, Yinlam Chow, Mohammad Ghavamzadeh +1
Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. T…