Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning

Khaled Eldowa, Lorenzo Bisi, Marcello Restelli. Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 10028-10066, PMLR, 2022. [doi]

Abstract

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