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RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk

9 September 2022

Papers citing "RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk"

21 / 21 papers shown

Title
Twice regularized MDPs and the equivalence between robustness and regularization E. Derman Matthieu Geist Shie Mannor 95 57 0 12 Oct 2021
Risk-Averse Decision Making Under Uncertainty M. Ahmadi Ugo Rosolia M. Ingham R. Murray Aaron D. Ames 68 7 0 09 Sep 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 108 16 0 11 Jun 2021
Constrained Risk-Averse Markov Decision Processes M. Ahmadi Ugo Rosolia M. Ingham R. Murray Aaron D. Ames 152 28 0 04 Dec 2020
Risk-Sensitive Motion Planning using Entropic Value-at-Risk Anushri Dixit M. Ahmadi J. W. Burdick 87 28 0 23 Nov 2020
Bayesian Robust Optimization for Imitation Learning Daniel S. Brown S. Niekum Marek Petrik 67 33 0 24 Jul 2020
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie 54 67 0 22 Jun 2020
Partial Policy Iteration for L1-Robust Markov Decision Processes C. Ho Marek Petrik W. Wiesemann 111 54 0 16 Jun 2020
Entropic Risk Measure in Policy Search David Nass Boris Belousov Jan Peters 63 28 0 21 Jun 2019
Robust Reinforcement Learning for Continuous Control with Model Misspecification D. Mankowitz Nir Levine Rae Jeong Yuanyuan Shi Jackie Kay A. Abdolmaleki Jost Tobias Springenberg Timothy A. Mann Todd Hester Martin Riedmiller OOD 118 122 0 18 Jun 2019
Epistemic Risk-Sensitive Reinforcement Learning Hannes Eriksson Christos Dimitrakakis 122 29 0 14 Jun 2019
Beyond Confidence Regions: Tight Bayesian Ambiguity Sets for Robust MDPs Marek Petrik R. Russel 70 61 0 20 Feb 2019
A Theory of Regularized Markov Decision Processes Matthieu Geist B. Scherrer Olivier Pietquin 133 332 0 31 Jan 2019
Soft-Robust Actor-Critic Policy-Gradient E. Derman D. Mankowitz Timothy A. Mann Shie Mannor 55 64 0 11 Mar 2018
A unified view of entropy-regularized Markov decision processes Gergely Neu Anders Jonsson Vicencc Gómez 101 264 0 22 May 2017
Risk-Constrained Reinforcement Learning with Percentile Risk Criteria Yinlam Chow Mohammad Ghavamzadeh Lucas Janson Marco Pavone 91 516 0 05 Dec 2015
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 128 321 0 06 Jun 2015
Policy Gradient for Coherent Risk Measures Aviv Tamar Yinlam Chow Mohammad Ghavamzadeh Shie Mannor 60 120 0 13 Feb 2015
Algorithms for CVaR Optimization in MDPs Yinlam Chow Mohammad Ghavamzadeh 88 200 0 12 Jun 2014
An Approximate Solution Method for Large Risk-Averse Markov Decision Processes Marek Petrik D. Subramanian 75 32 0 16 Oct 2012
Iterated risk measures for risk-sensitive Markov decision processes with discounted cost Takayuki Osogami 59 21 0 14 Feb 2012