Regret Bounds for Risk-Sensitive Reinforcement Learning

Regret Bounds for Risk-Sensitive Reinforcement Learning

11 October 2022

Papers citing "Regret Bounds for Risk-Sensitive Reinforcement Learning"

15 / 15 papers shown

Title
Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Model Zilong Deng Simon Khan Shaofeng Zou 42 0 0 11 Mar 2025
Bellman Unbiasedness: Toward Provably Efficient Distributional Reinforcement Learning with General Value Function Approximation Taehyun Cho Seung Han Kyungjae Lee Seokhun Ju Dohyeong Kim Jungwoo Lee 59 0 0 31 Jul 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
Spectral-Risk Safe Reinforcement Learning with Convergence Guarantees Dohyeong Kim Taehyun Cho Seung Han Hojun Chung Kyungjae Lee Songhwai Oh 19 0 0 29 May 2024
Provable Risk-Sensitive Distributional Reinforcement Learning with General Function Approximation Yu Chen Xiangcheng Zhang Siwei Wang Longbo Huang 21 3 0 28 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 20 1 0 12 Feb 2024
Risk-sensitive Markov Decision Process and Learning under General Utility Functions Zhengqi Wu Renyuan Xu 22 3 0 22 Nov 2023
Provably Efficient CVaR RL in Low-rank MDPs Yulai Zhao Wenhao Zhan Xiaoyan Hu Ho-fung Leung Farzan Farnia Wen Sun Jason D. Lee 14 3 0 20 Nov 2023
Provably Efficient Iterated CVaR Reinforcement Learning with Function Approximation and Human Feedback Yu Chen Yihan Du Pihe Hu Si-Yi Wang De-hui Wu Longbo Huang 16 6 0 06 Jul 2023
Regret Bounds for Risk-sensitive Reinforcement Learning with Lipschitz Dynamic Risk Measures Hao Liang Zhihui Luo 14 4 0 04 Jun 2023
Deep incremental learning models for financial temporal tabular datasets with distribution shifts Thomas Wong Mauricio Barahona OOD AIFin AI4TS 11 0 0 14 Mar 2023
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR Kaiwen Wang Nathan Kallus Wen Sun 89 18 0 07 Feb 2023
Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents Wenkun Xu Xuefeng Gao X. He 17 10 0 30 Jan 2023
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang 21 46 0 06 Nov 2021
Conservative Offline Distributional Reinforcement Learning Yecheng Jason Ma Dinesh Jayaraman Osbert Bastani OffRL 57 77 0 12 Jul 2021