Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions

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Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions

7 May 2025

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Papers citing "Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions"

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Title
Elicitability and identifiability of tail risk measures Tobias Fissler Fangda Liu Ruodu Wang Linxiao Wei 72 2 0 22 Apr 2024
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty Yanwei Jia 71 2 0 19 Apr 2024
Provably Efficient Risk-Sensitive Reinforcement Learning: Iterated CVaR and Worst Path Yihan Du Siwei Wang Longbo Huang OOD 68 15 0 06 Jun 2022
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 83 28 0 26 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 126 176 0 08 Dec 2021
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang 93 48 0 06 Nov 2021
ACReL: Adversarial Conditional value-at-risk Reinforcement Learning Mathieu Godbout M. Heuillet Sharath Chandra R. Bhati Audrey Durand 57 1 0 20 Sep 2021
Robust Risk-Aware Reinforcement Learning S. Jaimungal Silvana M. Pesenti Ye Wang Hariom Tatsat 75 33 0 23 Aug 2021
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie 56 67 0 22 Jun 2020
Mean-Variance Policy Iteration for Risk-Averse Reinforcement Learning Shangtong Zhang Bo Liu Shimon Whiteson 79 38 0 22 Apr 2020
Why scoring functions cannot assess tail properties Jonas R. Brehmer K. Strokorb 30 20 0 10 May 2019
Risk-Constrained Reinforcement Learning with Percentile Risk Criteria Yinlam Chow Mohammad Ghavamzadeh Lucas Janson Marco Pavone 91 517 0 05 Dec 2015
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 130 323 0 06 Jun 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 51 328 0 27 Mar 2015
Optimizing the CVaR via Sampling Aviv Tamar Yonatan Glassner Shie Mannor 94 186 0 15 Apr 2014
Infinite-Horizon Policy-Gradient Estimation Jonathan Baxter Peter L. Bartlett 109 812 0 03 Jun 2011
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009