暂无分享,去创建一个
[1] Bruno Scherrer,et al. Improvements on Learning Tetris with Cross Entropy , 2009, J. Int. Comput. Games Assoc..
[2] Marek Petrik,et al. An Approximate Solution Method for Large Risk-Averse Markov Decision Processes , 2012, UAI.
[3] Shie Mannor,et al. Policy Gradients with Variance Related Risk Criteria , 2012, ICML.
[4] Alexander Shapiro,et al. Optimization of Convex Risk Functions , 2006, Math. Oper. Res..
[5] Yishay Mansour,et al. Policy Gradient Methods for Reinforcement Learning with Function Approximation , 1999, NIPS.
[6] Abaxbank,et al. Spectral Measures of Risk : a Coherent Representation of Subjective Risk Aversion , 2002 .
[7] Richard S. Sutton,et al. Reinforcement Learning: An Introduction , 1998, IEEE Trans. Neural Networks.
[8] Dimitri P. Bertsekas,et al. Dynamic Programming and Optimal Control, Vol. II , 1976 .
[9] Harley Flanders,et al. Differentiation Under the Integral Sign , 1973 .
[10] John N. Tsitsiklis,et al. Feature-based methods for large scale dynamic programming , 2004, Machine Learning.
[11] John N. Tsitsiklis,et al. Simulation-based optimization of Markov reward processes , 2001, IEEE Trans. Autom. Control..
[12] Stefan Schaal,et al. 2008 Special Issue: Reinforcement learning of motor skills with policy gradients , 2008 .
[13] J. Cockcroft. Investment in Science , 1962, Nature.
[14] Sham M. Kakade,et al. A Natural Policy Gradient , 2001, NIPS.
[15] R. Rockafellar,et al. Optimization of conditional value-at risk , 2000 .
[16] Vivek S. Borkar,et al. A sensitivity formula for risk-sensitive cost and the actor-critic algorithm , 2001, Syst. Control. Lett..
[17] L. Jeff Hong,et al. Simulating Sensitivities of Conditional Value at Risk , 2009, Manag. Sci..
[18] Jerzy A. Filar,et al. Time Consistent Dynamic Risk Measures , 2006, Math. Methods Oper. Res..
[19] Bruno Scherrer,et al. Approximate Dynamic Programming Finally Performs Well in the Game of Tetris , 2013, NIPS.
[20] V. Agarwal,et al. Risks and Portfolio Decisions Involving Hedge Funds , 2004 .
[21] Philippe Artzner,et al. Coherent Measures of Risk , 1999 .
[22] Justin A. Boyan,et al. Technical Update: Least-Squares Temporal Difference Learning , 2002, Machine Learning.
[23] Peter L. Bartlett,et al. Infinite-Horizon Policy-Gradient Estimation , 2001, J. Artif. Intell. Res..
[24] J. Carson. Simulation and the Monte Carlo Method , 1982 .
[25] Masashi Sugiyama,et al. Nonparametric Return Distribution Approximation for Reinforcement Learning , 2010, ICML.
[26] O. Scaillet. Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall , 2004 .
[27] Peter W. Glynn,et al. Likelihood ratio gradient estimation for stochastic systems , 1990, CACM.
[28] P. Glynn. IMPORTANCE SAMPLING FOR MONTE CARLO ESTIMATION OF QUANTILES , 2011 .