Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning

6 November 2021

Papers citing "Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning"

30 / 30 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 32 0 0 07 May 2025
Risk-averse policies for natural gas futures trading using distributional reinforcement learning Félicien Hêche Biagio Nigro Oussama Barakat Stephan Robert-Nicoud OffRL 34 0 0 08 Jan 2025
Risk-sensitive control as inference with Rényi divergence Kaito Ito Kenji Kashima 22 1 0 04 Nov 2024
Pessimism Meets Risk: Risk-Sensitive Offline Reinforcement Learning Dake Zhang Boxiang Lyu Shuang Qiu Mladen Kolar Tong Zhang OffRL 23 0 0 10 Jul 2024
Taming Equilibrium Bias in Risk-Sensitive Multi-Agent Reinforcement Learning Yingjie Fei Ruitu Xu 20 0 0 04 May 2024
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty Yanwei Jia 23 2 0 19 Apr 2024
Provably Efficient Partially Observable Risk-Sensitive Reinforcement Learning with Hindsight Observation Tonghe Zhang Yu Chen Longbo Huang 21 0 0 28 Feb 2024
Risk-Sensitive Soft Actor-Critic for Robust Deep Reinforcement Learning under Distribution Shifts Tobias Enders James Harrison Maximilian Schiffer OOD 31 3 0 15 Feb 2024
Near-Minimax-Optimal Distributional Reinforcement Learning with a Generative Model Mark Rowland Wenliang Kevin Li Rémi Munos Clare Lyle Yunhao Tang Will Dabney OOD OffRL 15 1 0 12 Feb 2024
Risk-Sensitive Multi-Agent Reinforcement Learning in Network Aggregative Markov Games Hafez Ghaemi Hamed Kebriaei Alireza Ramezani Moghaddam Majid Nili Ahamadabadi 16 1 0 08 Feb 2024
Risk-sensitive Markov Decision Process and Learning under General Utility Functions Zhengqi Wu Renyuan Xu 15 3 0 22 Nov 2023
Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity Runyu Zhang Yang Hu Na Li 25 5 0 20 Jun 2023
Regret Bounds for Risk-sensitive Reinforcement Learning with Lipschitz Dynamic Risk Measures Hao Liang Zhihui Luo 14 4 0 04 Jun 2023
Learning Rewards to Optimize Global Performance Metrics in Deep Reinforcement Learning Junqi Qian Paul Weng Chenmien Tan 21 1 0 16 Mar 2023
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR Kaiwen Wang Nathan Kallus Wen Sun 79 18 0 07 Feb 2023
SoftTreeMax: Exponential Variance Reduction in Policy Gradient via Tree Search Gal Dalal Assaf Hallak Gugan Thoppe Shie Mannor Gal Chechik 12 3 0 30 Jan 2023
Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents Wenkun Xu Xuefeng Gao X. He 12 10 0 30 Jan 2023
Risk-Sensitive Reinforcement Learning with Exponential Criteria Erfaun Noorani Christos N. Mavridis John S. Baras 17 8 0 18 Dec 2022
Non-stationary Risk-sensitive Reinforcement Learning: Near-optimal Dynamic Regret, Adaptive Detection, and Separation Design Yuhao Ding Ming Jin Javad Lavaei 16 5 0 19 Nov 2022
Bridging Distributional and Risk-sensitive Reinforcement Learning with Provable Regret Bounds Hao Liang Zhihui Luo 13 14 0 25 Oct 2022
Regret Bounds for Risk-Sensitive Reinforcement Learning Osbert Bastani Y. Ma E. Shen Wei-ping Xu 21 17 0 11 Oct 2022
A Risk-Sensitive Approach to Policy Optimization Jared Markowitz Ryan W. Gardner Ashley J. Llorens R. Arora I-J. Wang OffRL 14 6 0 19 Aug 2022
Robust Reinforcement Learning using Offline Data Kishan Panaganti Zaiyan Xu D. Kalathil Mohammad Ghavamzadeh OffRL 10 66 0 10 Aug 2022
A Survey of Learning on Small Data: Generalization, Optimization, and Challenge Xiaofeng Cao Weixin Bu Sheng-Jun Huang Minling Zhang Ivor W. Tsang Yew-Soon Ong James T. Kwok 12 1 0 29 Jul 2022
Provably Efficient Risk-Sensitive Reinforcement Learning: Iterated CVaR and Worst Path Yihan Du Siwei Wang Longbo Huang OOD 11 13 0 06 Jun 2022
Efficient Risk-Averse Reinforcement Learning Ido Greenberg Yinlam Chow Mohammad Ghavamzadeh Shie Mannor 12 39 0 10 May 2022
Learn to Match with No Regret: Reinforcement Learning in Markov Matching Markets Yifei Min Tianhao Wang Ruitu Xu Zhaoran Wang Michael I. Jordan Zhuoran Yang 6 21 0 07 Mar 2022
Cascaded Gaps: Towards Gap-Dependent Regret for Risk-Sensitive Reinforcement Learning Yingjie Fei Ruitu Xu 14 5 0 07 Mar 2022
Learning Stochastic Shortest Path with Linear Function Approximation Steffen Czolbe Jiafan He Adrian V. Dalca Quanquan Gu 14 30 0 25 Oct 2021
Convergence and Alignment of Gradient Descent with Random Backpropagation Weights Ganlin Song Ruitu Xu John D. Lafferty ODL 33 21 0 10 Jun 2021