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Operations research / Markov decision process / Robust optimization / Dynamic programming / Variance / Interior point method / Determining the number of clusters in a data set / Statistics / Mathematical optimization / Mathematical sciences


Policy Gradients with Variance Related Risk Criteria
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Document Date: 2012-06-07 13:20:18


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City

Haifa / Variance / Edinburgh / /

Company

Oxford University Press / John Wiley & Sons Inc. / W. F. Mutual fund / V. S. and Meyn S. P. / Boyd S. P. / Baxter / /

Country

United Kingdom / Israel / Scotland / /

Currency

pence / /

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Facility

Israel Institute of Technology / /

Holiday

Assumption / /

IndustryTerm

element-wise product / model-based and model-free algorithms / temporal-difference style algorithm / proper stochastic gradient ascent algorithm / local policy gradient style algorithms / reinforcement learning algorithms / infeasible solutions / stochastic gradient type algorithms / simulation based algorithms / well-established and efficient optimization algorithms / policy gradient algorithms / finance / gradient ascent algorithm / analytic solution / timescale algorithm / policy gradient type algorithms / /

Organization

Oxford University / Israel Institute of Technology / Department of Electrical Engineering / Technion / /

Position

author / t=τ rt / /

PublishedMedium

Machine Learning / The Journal of Business / /

Technology

policy gradient algorithms / two timescale algorithm / proper stochastic gradient ascent algorithm / reinforcement learning algorithms / stochastic gradient type algorithms / policy gradient type algorithms / optimization algorithms / model-based and model-free algorithms / temporal-difference style algorithm / local policy gradient style algorithms / Machine Learning / simulation / Gradient Based Algorithms / process control / gradient ascent algorithm / /

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http /

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