Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR

7 February 2023

Papers citing "Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR"

20 / 20 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
Minimax-optimal trust-aware multi-armed bandits Changxiao Cai Jiacheng Zhang 13 0 0 04 Oct 2024
The Central Role of the Loss Function in Reinforcement Learning Kaiwen Wang Nathan Kallus Wen Sun OffRL 36 7 0 19 Sep 2024
Three Dogmas of Reinforcement Learning David Abel Mark K. Ho A. Harutyunyan 29 4 0 15 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
Robust Risk-Sensitive Reinforcement Learning with Conditional Value-at-Risk Xinyi Ni Lifeng Lai 23 0 0 02 May 2024
Efficient and Sharp Off-Policy Evaluation in Robust Markov Decision Processes Andrew Bennett Nathan Kallus M. Oprescu Wen Sun Kaiwen Wang AAML OffRL 37 1 0 29 Mar 2024
Provable Risk-Sensitive Distributional Reinforcement Learning with General Function Approximation Yu Chen Xiangcheng Zhang Siwei Wang Longbo Huang 23 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
More Benefits of Being Distributional: Second-Order Bounds for Reinforcement Learning Kaiwen Wang Owen Oertell Alekh Agarwal Nathan Kallus Wen Sun OffRL 77 12 0 11 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 16 3 0 20 Nov 2023
JoinGym: An Efficient Query Optimization Environment for Reinforcement Learning Kaiwen Wang Junxiong Wang Yueying Li Nathan Kallus Immanuel Trummer Wen Sun GP 28 2 0 21 Jul 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
The Benefits of Being Distributional: Small-Loss Bounds for Reinforcement Learning Kaiwen Wang Kevin Zhou Runzhe Wu Nathan Kallus Wen Sun OffRL 13 17 0 25 May 2023
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang 26 46 0 06 Nov 2021
Conservative Offline Distributional Reinforcement Learning Yecheng Jason Ma Dinesh Jayaraman Osbert Bastani OffRL 62 77 0 12 Jul 2021
Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraints Chi Jin Zhuoran Yang Zhaoran Wang OffRL 107 166 0 06 Jan 2021
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 62 310 0 06 Jun 2015