Algorithms for CVaR Optimization in MDPs

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Algorithms for CVaR Optimization in MDPs

12 June 2014

Mohammad Ghavamzadeh

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Papers citing "Algorithms for CVaR Optimization in MDPs"

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Title
Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning Mehrdad Moghimi Hyejin Ku OffRL 132 0 0 03 Jan 2025
GenSafe: A Generalizable Safety Enhancer for Safe Reinforcement Learning Algorithms Based on Reduced Order Markov Decision Process Model Zhehua Zhou Xuan Xie Jiayang Song Zhan Shu Lei Ma 97 1 0 06 Jun 2024
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 90 2 0 23 May 2024
On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures Xian Yu Lei Ying 54 5 0 26 Jan 2023
Optimizing the CVaR via Sampling Aviv Tamar Yonatan Glassner Shie Mannor 91 186 0 15 Apr 2014
An Approximate Solution Method for Large Risk-Averse Markov Decision Processes Marek Petrik D. Subramanian 75 32 0 16 Oct 2012
Policy Gradients with Variance Related Risk Criteria Dotan Di Castro Aviv Tamar Shie Mannor 101 210 0 27 Jun 2012