Variance minimization of parameterized Markov decision processes

Xia, L

Xia, L (reprint author), Tsinghua Univ, Ctr Intelligent Networked Syst CFINS, Dept Automat, TNList, Beijing 100084, Peoples R China.

DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS, 2018; 28 (1): 63

Abstract

In this paper, we study the variance minimization problem of Markov decision processes (MDPs) in which the policy is parameterized by action selection......

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