Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
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Cites work
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- Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
- Convergence results for single-step on-policy reinforcement-learning algorithms
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
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- scientific article; zbMATH DE number 1095138 (Why is no real title available?)
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- Learning algorithms for Markov decision processes with average cost
- Minimising a threshold probability in discounted Markov decision processes
- Minimizing risk models in Markov decision processes with policies depending on target values
- Minimum risk probability for finite horizon semi-Markov decision processes
- Optimal threshold probability and expectation in semi-Markov decision processes
- Percentile performance criteria for limiting average Markov decision processes
- Risk-sensitive capacity control in revenue management
- Risk-sensitive control with HARA utility
- Risk-Sensitive Markov Decision Processes
- Risk-sensitive reinforcement learning
- Simulation-based algorithms for Markov decision processes.
- Target-level criterion in Markov decision processes
- The variance of discounted Markov decision processes
- Time consistent dynamic risk measures
- Variance-Penalized Markov Decision Processes
Cited in
(8)- Computational approaches to variance-penalised Markov decision processes
- From perturbation analysis to Markov decision processes and reinforcement learning
- A performance-centred approach to optimising maintenance of complex systems
- A Reinforcement Learning Neural Network for Robotic Manipulator Control
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
- Approximate solutions to constrained risk-sensitive Markov decision processes
- Reinforcement learning
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