Iterated risk measures for risk-sensitive Markov decision processes with
discounted cost

Iterated risk measures for risk-sensitive Markov decision processes with discounted cost

14 February 2012

Takayuki Osogami

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Papers citing "Iterated risk measures for risk-sensitive Markov decision processes with discounted cost"

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Title
Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Model Zilong Deng Simon Khan Shaofeng Zou 176 1 0 11 Mar 2025
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 57 8 0 06 Jul 2023
Regret Bounds for Risk-sensitive Reinforcement Learning with Lipschitz Dynamic Risk Measures Hao Liang Zhihui Luo 80 5 0 04 Jun 2023
RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk J. Hau Marek Petrik Mohammad Ghavamzadeh R. Russel 91 5 0 09 Sep 2022
Provably Efficient Risk-Sensitive Reinforcement Learning: Iterated CVaR and Worst Path Yihan Du Siwei Wang Longbo Huang OOD 70 15 0 06 Jun 2022
An Approximate Solution Method for Large Risk-Averse Markov Decision Processes Marek Petrik D. Subramanian 90 32 0 16 Oct 2012