Error analysis for approximate CVaR-optimal control with a maximum cost
From MaRDI portal
Cites work
- \({\mathcal Q}\)-learning
- A convex analytic approach to risk-aware Markov decision processes
- A learning algorithm for risk-sensitive cost
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs
- Approximate Value Iteration for Risk-Aware Markov Decision Processes
- Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
- Asynchronous stochastic approximation and Q-learning
- Coherent measures of risk
- Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
- Distributionally Robust Control of Constrained Stochastic Systems
- Empirical dynamic programming
- Extreme value theory. An introduction.
- Feature-based methods for large scale dynamic programming
- Finite-time bounds for fitted value iteration
- Functional Approximations and Dynamic Programming
- High-dimensional probability. An introduction with applications in data science
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- scientific article; zbMATH DE number 1324223 (Why is no real title available?)
- scientific article; zbMATH DE number 1416652 (Why is no real title available?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Integrated chance constraints: reduced forms and an algorithm
- Learning Theory
- Learning theory estimates via integral operators and their approximations
- Lectures on Stochastic Programming
- Lipschitz continuity of value functions in Markovian decision processes
- Markov decision processes with average-value-at-risk criteria
- Minimizing spectral risk measures applied to Markov decision processes
- More risk-sensitive Markov decision processes
- On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Performance Loss Bounds for Approximate Value Iteration with State Aggregation
- Policy gradient in Lipschitz Markov decision processes
- Probabilistic contraction analysis of iterated random operators
- Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
- Q-Learning for Risk-Sensitive Control
- Risk-averse approximate dynamic programming with quantile-based risk measures
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
- Risk-averse control of undiscounted transient Markov models
- Risk-averse dynamic programming for Markov decision processes
- Risk-averse learning by temporal difference methods with Markov risk measures
- Risk-sensitive linear/quadratic/gaussian control
- Risk-sensitive Markov control processes
- Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- Robustness to incorrect system models in stochastic control
- State-based confidence bounds for data-driven stochastic reachability using Hilbert space embeddings
- Stochastic Approximation for Risk-Aware Markov Decision Processes
- Support Vector Machines
- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
This page was built for publication: Error analysis for approximate CVaR-optimal control with a maximum cost
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6918160)
