On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes

24 April 2023

Papers citing "On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes"

8 / 8 papers shown

Title
Qualitative Analysis of $ω$ -Regular Objectives on Robust MDPs Ali Asadi Krishnendu Chatterjee Ehsan Kafshdar Goharshady Mehrdad Karrabi Ali Shafiee 50 0 0 07 May 2025
Efficient Risk-sensitive Planning via Entropic Risk Measures Alexandre Marthe Samuel Bounan Aurélien Garivier Claire Vernade 28 1 0 27 Feb 2025
Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning Mehrdad Moghimi Hyejin Ku OffRL 45 0 0 03 Jan 2025
Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis J. Hau Erick Delage Esther Derman Mohammad Ghavamzadeh Marek Petrik 31 1 0 31 Oct 2024
Burning RED: Unlocking Subtask-Driven Reinforcement Learning and Risk-Awareness in Average-Reward Markov Decision Processes Juan Sebastian Rojas Chi-Guhn Lee 32 0 0 14 Oct 2024
A Simple Mixture Policy Parameterization for Improving Sample Efficiency of CVaR Optimization Yudong Luo Yangchen Pan Han Wang Philip Torr Pascal Poupart 47 3 0 17 Mar 2024
Provably Efficient Partially Observable Risk-Sensitive Reinforcement Learning with Hindsight Observation Tonghe Zhang Yu Chen Longbo Huang 44 0 0 28 Feb 2024
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 73 314 0 06 Jun 2015