Mean−variance policy iteration for risk−averse reinforcement learning
Main Authors: | Zhang, S, Liu, B, Whiteson, S |
---|---|
Format: | Conference item |
Language: | English |
Published: |
Association for the Advancement of Artificial Intelligence
2021
|
Similar Items
-
Risk-averse Bayes-adaptive reinforcement learning
by: Rigter, M, et al.
Published: (2021) -
Optimal mean-variance portfolio selection with mean-field reinforcement learning
by: Cheng, Zhengxing
Published: (2023) -
An optimistic value iteration for mean–variance optimization in discounted Markov decision processes
by: Shuai Ma, et al.
Published: (2022-09-01) -
Distributed randomized multiagent policy iteration in reinforcement learning
by: Weipeng Zhang
Published: (2023-09-01) -
Simultaneous Exact Controllability of Mean and Variance of an Insurance Policy
by: Rajeev Rajaram, et al.
Published: (2023-07-01)