On the Convergence and Optimality of Policy Gradient for Markov Coherent
Risk

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On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk

4 March 2021

Zachary Chase Lipton

Kamyar Azizzadenesheli

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Papers citing "On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk"

14 / 14 papers shown

Title
Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Model Zilong Deng Simon Khan Shaofeng Zou 253 1 0 11 Mar 2025
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 187 2 0 23 May 2024
A Simple Mixture Policy Parameterization for Improving Sample Efficiency of CVaR Optimization Yudong Luo Yangchen Pan Han Wang Juil Sock Pascal Poupart 179 3 0 17 Mar 2024
Risk-sensitive Markov Decision Process and Learning under General Utility Functions Zhengqi Wu Renyuan Xu 100 4 0 22 Nov 2023
Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity Runyu Zhang Yang Hu Na Li 223 9 0 20 Jun 2023
Distributional Method for Risk Averse Reinforcement Learning Ziteng Cheng S. Jaimungal Nick G. Martin 100 0 0 27 Feb 2023
Train Hard, Fight Easy: Robust Meta Reinforcement Learning Ido Greenberg Shie Mannor Gal Chechik E. Meirom OffRL OOD 161 9 0 26 Jan 2023
On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures Xian Yu Lei Ying 179 6 0 26 Jan 2023
Off-Policy Risk Assessment in Markov Decision Processes Audrey Huang Liu Leqi Zachary Chase Lipton Kamyar Azizzadenesheli OffRL 172 8 0 21 Sep 2022
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning Anthony Coache S. Jaimungal Á. Cartea 180 14 0 29 Jun 2022
Efficient Risk-Averse Reinforcement Learning Ido Greenberg Yinlam Chow Mohammad Ghavamzadeh Shie Mannor 124 49 0 10 May 2022
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 165 33 0 26 Dec 2021
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures S. Marzban Erick Delage Jonathan Yu-Meng Li 78 4 0 09 Sep 2021
Robust Risk-Aware Reinforcement Learning S. Jaimungal Silvana M. Pesenti Ye Wang Hariom Tatsat 141 34 0 23 Aug 2021