no code implementations • 3 Jan 2023 • Haolin Ruan, Zhi Chen, Chin Pang Ho
We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity.
1 code implementation • 20 Dec 2022 • Qiuhao Wang, Chin Pang Ho, Marek Petrik
In contrast with prior robust policy gradient algorithms, DRPG monotonically reduces approximation errors to guarantee convergence to a globally optimal policy in tabular RMDPs.
no code implementations • 27 May 2022 • Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
In recent years, robust Markov decision processes (MDPs) have emerged as a prominent modeling framework for dynamic decision problems affected by uncertainty.
no code implementations • NeurIPS 2021 • Bahram Behzadian, Marek Petrik, Chin Pang Ho
Robust Markov decision processes (RMDPs) are a useful building block of robust reinforcement learning algorithms but can be hard to solve.
1 code implementation • 16 Jun 2020 • Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities.
no code implementations • 23 Oct 2019 • Bahram Behzadian, Reazul Hasan Russel, Marek Petrik, Chin Pang Ho
We then propose new algorithms that minimize the span of ambiguity sets defined by weighted $L_1$ and $L_\infty$ norms.
no code implementations • ICML 2018 • Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
The first algorithm uses a homotopy continuation method to compute updates for L1-constrained s, a-rectangular ambiguity sets.
no code implementations • 19 Jun 2018 • Yuanwei Li, Chin Pang Ho, Navtej Chahal, Roxy Senior, Meng-Xing Tang
Myocardial Contrast Echocardiography (MCE) with micro-bubble contrast agent enables myocardial perfusion quantification which is invaluable for the early detection of coronary artery diseases.
no code implementations • 19 Jun 2018 • Yuanwei Li, Chin Pang Ho, Matthieu Toulemonde, Navtej Chahal, Roxy Senior, Meng-Xing Tang
First, a novel shape model (SM) feature is incorporated into the RF framework to generate a more accurate RF probability map.