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Bahram Behzadian

3 accepted papers

2021

Fast Algorithms for $L_\infty$-constrained S-rectangular Robust MDPs

NeurIPS 2021poster

Robust Markov decision processes (RMDPs) are a useful building block of robust reinforcement learning algorithms but can be hard to solve. This paper proposes a fast, exact algorithm for computing the Bellman operator for S-rectangular robust Markov decision processes with $L_\infty$-constrained rec…

Cited by 34SourcePDFScholar
2021

Optimizing Percentile Criterion using Robust MDPs

AISTATS 2021poster

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the percentile criterion, can be optimized using Robust MDPs (RMDPs).…

Cited by 22SourcePDFScholar