Search Results for author: Chin Pang Ho

Found 9 papers, 2 papers with code

Risk-Averse MDPs under Reward Ambiguity

no code implementations3 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.

Policy Gradient in Robust MDPs with Global Convergence Guarantee

1 code implementation20 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.

Policy Gradient Methods

Robust Phi-Divergence MDPs

no code implementations27 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.

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

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.

reinforcement-learning Reinforcement Learning (RL)

Partial Policy Iteration for L1-Robust Markov Decision Processes

1 code implementation16 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.

Optimizing Percentile Criterion Using Robust MDPs

no code implementations23 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.

Reinforcement Learning (RL)

Fast Bellman Updates for Robust MDPs

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.

Myocardial Segmentation of Contrast Echocardiograms Using Random Forests Guided by Shape Model

no code implementations19 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.

Segmentation

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