Open AccessVariance Penalized On-Policy and Off-Policy Actor-Critic
Author(s) -
Arushi Jain,
Gandharv Patil,
Ayush Jain,
Khimya Khetarpal,
Doina Precup
Publication year - 2021
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v35i9.16964
Subject(s) - variance (accounting) , convergence (economics) , computer science , reinforcement learning , estimator , moment (physics) , markov decision process , expected return , mathematical optimization , minimum variance unbiased estimator , variance risk premium , econometrics , mathematics , artificial intelligence , markov process , statistics , economics , portfolio , physics , accounting , classical mechanics , financial economics , economic growth , volatility (finance) , volatility smile , volatility risk premium