11 citations · 38 across the 9 of their papers we have counts for
5 papers · 1 filter
Taming Equilibrium Bias in Risk-Sensitive Multi-Agent Reinforcement Learning
Yingjie Fei, Ruitu Xu
We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk pre…
Cascaded Gaps: Towards Gap-Dependent Regret for Risk-Sensitive Reinforcement Learning
Yingjie Fei, Ruitu Xu
In this paper, we study gap-dependent regret guarantees for risk-sensitive reinforcement learning based on the entropic risk measure. We propose a novel definition of sub-optimalit…
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning
Yingjie Fei, Zhuoran Yang, Yudong Chen +1
We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem,…
Dynamic Regret of Policy Optimization in Non-stationary Environments
Yingjie Fei, Zhuoran Yang, Zhaoran Wang +1
We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy op…
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret
Yingjie Fei, Zhuoran Yang, Yudong Chen +2
We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk…