Variance Adjusted Actor Critic Algorithms
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Abstract (arXiv)
We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost surely to a locally optimal point of the objective function.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). First posted on arXiv 14 Oct 2013.
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Citing papers per year: 2021: 6; 2022: 2; 2023: 0; 2024: 1; 2025: 0; 2026: 1.
10 papers.
- 2021State Augmented Constrained Reinforcement Learning: Overcoming the Limitations of Learning with Rewardscited by 37
- 2022Challenging Common Assumptions in Convex Reinforcement Learningcited by 29
- 2021Variance Penalized On-Policy and Off-Policy Actor-Criticcited by 10
- 2022Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulationscited by 10
- 2021High-Confidence Off-Policy (or Counterfactual) Variance Estimationcited by 8
- 2021ACReL: Adversarial Conditional value-at-risk Reinforcement Learningcited by 2
- 2024Markov Chain Variance Estimation: A Stochastic Approximation Approachcited by 2
- 2021A Unified Off-Policy Evaluation Approach for General Value Functioncited by 1
- 2021A Subgame Perfect Equilibrium Reinforcement Learning Approach to Time-inconsistent Problemscited by 1
- 2026Nonparametric Variance-Penalized Actor-Critic: Statistical Inference for Risk-Sensitive Reinforcement Learningcited by 0
- 2026Nonparametric Variance-Penalized Actor-Critic: Statistical Inference for Risk-Sensitive Reinforcement Learning13 Sep 2026
- 2024Markov Chain Variance Estimation: A Stochastic Approximation Approach9 Sep 2024
- 2022Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations13 Oct 2022
- 2022Challenging Common Assumptions in Convex Reinforcement Learning3 Feb 2022
- 2021A Subgame Perfect Equilibrium Reinforcement Learning Approach to Time-inconsistent Problems27 Oct 2021
- 2021ACReL: Adversarial Conditional value-at-risk Reinforcement Learning20 Sep 2021
- 2021A Unified Off-Policy Evaluation Approach for General Value Function6 Jul 2021
- 2021State Augmented Constrained Reinforcement Learning: Overcoming the Limitations of Learning with Rewards23 Feb 2021
- 2021Variance Penalized On-Policy and Off-Policy Actor-Critic3 Feb 2021
- 2021High-Confidence Off-Policy (or Counterfactual) Variance Estimation25 Jan 2021