Robust Risk-Aware Reinforcement Learning

Robust Risk-Aware Reinforcement Learning

23 August 2021

Silvana M. Pesenti

Papers citing "Robust Risk-Aware Reinforcement Learning"

14 / 14 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 42 0 0 07 May 2025
TW-CRL: Time-Weighted Contrastive Reward Learning for Efficient Inverse Reinforcement Learning Yuxuan Li Ning Yang Stephen Xia OffRL 26 0 0 08 Apr 2025
Planning and Learning in Risk-Aware Restless Multi-Arm Bandit Problem Nima Akbarzadeh Erick Delage Yossiri Adulyasak 23 0 0 30 Oct 2024
Robust Reinforcement Learning with Dynamic Distortion Risk Measures Anthony Coache S. Jaimungal 18 1 0 16 Sep 2024
Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity Runyu Zhang Yang Hu Na Li 33 5 0 20 Jun 2023
Towards Theoretical Understanding of Data-Driven Policy Refinement Ali Baheri 9 0 0 11 May 2023
Social Robot Navigation through Constrained Optimization: a Comparative Study of Uncertainty-based Objectives and Constraints Timur Akhtyamov A. Kashirin A. Postnikov Gonzalo Ferrer 28 5 0 04 May 2023
Robust Risk-Aware Option Hedging David Wu S. Jaimungal 6 11 0 27 Mar 2023
Risk-Averse MDPs under Reward Ambiguity Haolin Ruan Zhi Chen C. Ho 20 2 0 03 Jan 2023
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization Xiaodong Li Pangjing Wu Chenxin Zou Qing Li 11 3 0 11 Dec 2022
A Risk-Sensitive Approach to Policy Optimization Jared Markowitz Ryan W. Gardner Ashley J. Llorens R. Arora I-J. Wang OffRL 29 6 0 19 Aug 2022
Robust Reinforcement Learning with Distributional Risk-averse formulation Pierre Clavier S. Allassonnière E. L. Pennec OOD 21 7 0 14 Jun 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 16 165 0 08 Dec 2021
Learning Stochastic Shortest Path with Linear Function Approximation Steffen Czolbe Jiafan He Adrian V. Dalca Quanquan Gu 27 30 0 25 Oct 2021