On the Convergence and Optimality of Policy Gradient for Markov Coherent
Risk

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On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk

4 March 2021

Zachary Chase Lipton

Kamyar Azizzadenesheli

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Papers citing "On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk"

16 / 16 papers shown

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
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 105 2 0 23 May 2024
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
Gradient Descent-Ascent Provably Converges to Strict Local Minmax Equilibria with a Finite Timescale Separation Tanner Fiez Lillian J. Ratliff 52 16 0 30 Sep 2020
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie 63 67 0 22 Jun 2020
Being Optimistic to Be Conservative: Quickly Learning a CVaR Policy Ramtin Keramati Christoph Dann Alex Tamkin Emma Brunskill 87 75 0 05 Nov 2019
Distributional Reinforcement Learning for Efficient Exploration B. Mavrin Shangtong Zhang Hengshuai Yao Linglong Kong Kaiwen Wu Yaoliang Yu OOD OffRL 52 88 0 13 May 2019
Off-Policy Policy Gradient with State Distribution Correction Yao Liu Adith Swaminathan Alekh Agarwal Emma Brunskill OffRL 161 67 0 17 Apr 2019
Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimation Qiang Liu Lihong Li Ziyang Tang Dengyong Zhou OffRL 179 356 0 29 Oct 2018
A Distributional Perspective on Reinforcement Learning Marc G. Bellemare Will Dabney Rémi Munos OffRL 108 1,507 0 21 Jul 2017
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control A. PrashanthL. Cheng Jie Michael Fu Steve Marcus Csaba Szepesvári 110 91 0 08 Jun 2015
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 138 323 0 06 Jun 2015
Policy Gradient for Coherent Risk Measures Aviv Tamar Yinlam Chow Mohammad Ghavamzadeh Shie Mannor 72 120 0 13 Feb 2015
Algorithms for CVaR Optimization in MDPs Yinlam Chow Mohammad Ghavamzadeh 108 201 0 12 Jun 2014
Optimizing the CVaR via Sampling Aviv Tamar Yonatan Glassner Shie Mannor 94 186 0 15 Apr 2014
Policy Gradients with Variance Related Risk Criteria Dotan Di Castro Aviv Tamar Shie Mannor 107 211 0 27 Jun 2012