Marek Petrik

Soft-Robust Algorithms for Handling Model Misspecification.

2020 · arXiv (Cornell University)

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately, such policies are typically overly conservative …

Soft-Robust Algorithms for Batch Reinforcement Learning

2020 · arXiv (Cornell University)

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately, such policies are typically overly conservative …