Variance Adjusted Actor Critic Algorithms
نویسندگان
چکیده
We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost surely to a locally optimal point of the objective function. Index Terms Reinforcement Learning, Risk, Markov Decision Processes.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1310.3697 شماره
صفحات -
تاریخ انتشار 2013