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Optimizing the CVaR via Sampling

15 April 2014

Papers citing "Optimizing the CVaR via Sampling"

50 / 85 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 92 0 0 07 May 2025
Measures of Variability for Risk-averse Policy Gradient Yudong Luo Yangchen Pan Jiaqi Tan Pascal Poupart 79 0 0 15 Apr 2025
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 117 2 0 23 May 2024
Reinforcement learning Florentin Wörgötter 88 2,529 0 16 May 2024
Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction Jake Roth Ying Cui 53 2 0 13 May 2024
Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory NS KarthikSomayaji Yu Wang M. Schram Ján Drgoňa M. Halappanavar Frank Liu Peng Li 82 2 0 24 Aug 2023
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR Kaiwen Wang Nathan Kallus Wen Sun 161 20 0 07 Feb 2023
Train Hard, Fight Easy: Robust Meta Reinforcement Learning Ido Greenberg Shie Mannor Gal Chechik E. Meirom OffRL OOD 91 9 0 26 Jan 2023
On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures Xian Yu Lei Ying 78 5 0 26 Jan 2023
Risk-Averse Reinforcement Learning via Dynamic Time-Consistent Risk Measures Xian Yu Siqian Shen 65 5 0 14 Jan 2023
Risk-Sensitive Policy with Distributional Reinforcement Learning Thibaut Théate D. Ernst OffRL 124 7 0 30 Dec 2022
Autonomous Assessment of Demonstration Sufficiency via Bayesian Inverse Reinforcement Learning Tuan-Duong Trinh Haoyu Chen Daniel S. Brown OffRL 62 8 0 28 Nov 2022
Learning to Optimize with Stochastic Dominance Constraints H. Dai Yuan Xue Niao He B. Wang Na Li Dale Schuurmans Bo Dai 51 6 0 14 Nov 2022
Quantification before Selection: Active Dynamics Preference for Robust Reinforcement Learning Kang Xu Yan Ma Wei Li 97 0 0 23 Sep 2022
Trustworthy Reinforcement Learning Against Intrinsic Vulnerabilities: Robustness, Safety, and Generalizability Mengdi Xu Zuxin Liu Peide Huang Wenhao Ding Zhepeng Cen Yue Liu Ding Zhao 165 47 0 16 Sep 2022
A Survey on Model-based Reinforcement Learning Fan Luo Tian Xu Hang Lai Xiong-Hui Chen Weinan Zhang Yang Yu OffRL LRM 118 110 0 19 Jun 2022
Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning Xiaoteng Ma Shuai Ma Li Xia Qianchuan Zhao 83 3 0 15 Jun 2022
Towards Safe Reinforcement Learning via Constraining Conditional Value-at-Risk Chengyang Ying Xinning Zhou Hang Su Dong Yan Ning Chen Jun Zhu 70 44 0 09 Jun 2022
Distributional Hamilton-Jacobi-Bellman Equations for Continuous-Time Reinforcement Learning Harley Wiltzer David Meger Marc G. Bellemare 85 13 0 24 May 2022
A Review of Safe Reinforcement Learning: Methods, Theory and Applications Shangding Gu Longyu Yang Yali Du Guang Chen Florian Walter Jun Wang Alois C. Knoll OffRL AI4TS 257 256 0 20 May 2022
Efficient Risk-Averse Reinforcement Learning Ido Greenberg Yinlam Chow Mohammad Ghavamzadeh Shie Mannor 82 42 0 10 May 2022
Robust Policy Learning over Multiple Uncertainty Sets Annie Xie Shagun Sodhani Chelsea Finn Joelle Pineau Amy Zhang OOD OffRL 77 19 0 14 Feb 2022
Saute RL: Almost Surely Safe Reinforcement Learning Using State Augmentation Aivar Sootla Alexander I. Cowen-Rivers Taher Jafferjee Ziyan Wang D. Mguni Jun Wang Haitham Bou-Ammar 126 54 0 14 Feb 2022
Risk-Aware Learning for Scalable Voltage Optimization in Distribution Grids Shanny Lin Shaohui Liu Hao Zhu 80 9 0 04 Oct 2021
Robust Model-based Reinforcement Learning for Autonomous Greenhouse Control Wanpeng Zhang Xiaoyan Cao Yaowen Yao Zhicheng An Xi Xiao Dijun Luo OffRL 78 20 0 26 Aug 2021
Lyapunov Robust Constrained-MDPs: Soft-Constrained Robustly Stable Policy Optimization under Model Uncertainty R. Russel M. Benosman J. Baar Radu Corcodel 60 5 0 05 Aug 2021
MBDP: A Model-based Approach to Achieve both Robustness and Sample Efficiency via Double Dropout Planning Wanpeng Zhang Xi Xiao Yaowen Yao Mingzhe Chen Dijun Luo OffRL 14 1 0 03 Aug 2021
Learning Risk-aware Costmaps for Traversability in Challenging Environments David D. Fan Sharmita Dey Ali-akbar Agha-mohammadi Evangelos A. Theodorou 90 31 0 25 Jul 2021
AdaRL: What, Where, and How to Adapt in Transfer Reinforcement Learning Erdun Gao Fan Feng Chaochao Lu Sara Magliacane Kun Zhang 95 68 0 06 Jul 2021
Policy Gradient Bayesian Robust Optimization for Imitation Learning Zaynah Javed Daniel S. Brown Satvik Sharma Jerry Zhu Ashwin Balakrishna Marek Petrik Anca Dragan Ken Goldberg 128 16 0 11 Jun 2021
Spectral risk-based learning using unbounded losses Matthew J. Holland El Mehdi Haress 66 11 0 11 May 2021
Lyapunov Barrier Policy Optimization Harshit S. Sikchi Wenxuan Zhou David Held 90 15 0 16 Mar 2021
On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk Audrey Huang Liu Leqi Zachary Chase Lipton Kamyar Azizzadenesheli 77 21 0 04 Mar 2021
SENTINEL: Taming Uncertainty with Ensemble-based Distributional Reinforcement Learning Hannes Eriksson D. Basu Mina Alibeigi Christos Dimitrakakis OffRL 87 18 0 22 Feb 2021
Risk-Averse Bayes-Adaptive Reinforcement Learning Marc Rigter Bruno Lacerda Nick Hawes 78 43 0 10 Feb 2021
Risk-Averse Offline Reinforcement Learning Núria Armengol Urpí Sebastian Curi Andreas Krause OffRL 50 70 0 10 Feb 2021
Variance Penalized On-Policy and Off-Policy Actor-Critic Arushi Jain Gandharv Patil Ayush Jain Khimya Khetarpal Doina Precup OffRL 49 10 0 03 Feb 2021
Certifiable Risk-Based Engineering Design Optimization A. Chaudhuri Boris Kramer Matthew Norton J. Royset Karen E. Willcox 55 22 0 13 Jan 2021
Context-Aware Safe Reinforcement Learning for Non-Stationary Environments Baiming Chen Zuxin Liu Jiacheng Zhu Mengdi Xu Wenhao Ding Ding Zhao 64 38 0 02 Jan 2021
Adaptive Risk Sensitive Model Predictive Control with Stochastic Search Ziyi Wang Oswin So Keuntaek Lee Camilo A. Duarte Evangelos A. Theodorou 46 2 0 02 Sep 2020
Cautious Adaptation For Reinforcement Learning in Safety-Critical Settings Jesse Zhang Brian Cheung Chelsea Finn Sergey Levine Dinesh Jayaraman 83 60 0 15 Aug 2020
Robust Reinforcement Learning using Adversarial Populations Eugene Vinitsky Yuqing Du Kanaad Parvate Kathy Jang Pieter Abbeel Alexandre M. Bayen AAML 105 80 0 04 Aug 2020
Bayesian Robust Optimization for Imitation Learning Daniel S. Brown S. Niekum Marek Petrik 82 33 0 24 Jul 2020
Solving Bayesian Risk Optimization via Nested Stochastic Gradient Estimation Sait Cakmak Di Wu Enlu Zhou 13 6 0 11 Jul 2020
PAC-Bayesian Bound for the Conditional Value at Risk Zakaria Mhammedi Benjamin Guedj Robert C. Williamson 78 21 0 26 Jun 2020
Learning Bounds for Risk-sensitive Learning Jaeho Lee Sejun Park Jinwoo Shin 67 47 0 15 Jun 2020
Improving Robustness via Risk Averse Distributional Reinforcement Learning Rahul Singh Qinsheng Zhang Yongxin Chen OOD 64 44 0 01 May 2020
Mean-Variance Policy Iteration for Risk-Averse Reinforcement Learning Shangtong Zhang Bo Liu Shimon Whiteson 95 38 0 22 Apr 2020
An empirical investigation of the challenges of real-world reinforcement learning Gabriel Dulac-Arnold Nir Levine D. Mankowitz Jerry Li Cosmin Paduraru Sven Gowal Todd Hester OffRL 96 125 0 24 Mar 2020
Safe Imitation Learning via Fast Bayesian Reward Inference from Preferences Daniel S. Brown Russell Coleman R. Srinivasan S. Niekum BDL 127 102 0 21 Feb 2020