On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures

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On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures

26 January 2023

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Papers citing "On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures"

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Title
Root Cause Attribution of Delivery Risks via Causal Discovery with Reinforcement Learning Shi Bo 120 7 0 11 Aug 2024
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 103 2 0 23 May 2024
Absolute Policy Optimization Weiye Zhao Feihan Li Yifan Sun Rui Chen Tianhao Wei Changliu Liu 121 4 0 20 Oct 2023
Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity Runyu Zhang Yang Hu Na Li 96 5 0 20 Jun 2023
Risk-Averse Reinforcement Learning via Dynamic Time-Consistent Risk Measures Xian Yu Siqian Shen 54 5 0 14 Jan 2023
On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk Audrey Huang Liu Leqi Zachary Chase Lipton Kamyar Azizzadenesheli 62 21 0 04 Mar 2021
On the Global Convergence Rates of Softmax Policy Gradient Methods Jincheng Mei Chenjun Xiao Csaba Szepesvári Dale Schuurmans 152 294 0 13 May 2020
Risk-Averse Learning by Temporal Difference Methods Ümit Emre Köse Andrzej Ruszczynski 62 24 0 02 Mar 2020
Global Optimality Guarantees For Policy Gradient Methods Jalaj Bhandari Daniel Russo 93 193 0 05 Jun 2019
A Distributional Perspective on Reinforcement Learning Marc G. Bellemare Will Dabney Rémi Munos OffRL 108 1,507 0 21 Jul 2017
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