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20212025
most citedRisk-Averse No-Regret Learning in Online Convex Games

1 citations · 3 across the 9 of their papers we have counts for

collaborators

9 papers

cs.LG2025

Enhancing Cooperative Multi-Agent Reinforcement Learning with State Modelling and Adversarial Exploration

Andreas Kontogiannis, Konstantinos Papathanasiou, Yi Shen +3

Learning to cooperate in distributed partially observable environments with no communication abilities poses significant challenges for multi-agent deep reinforcement learning (MAR…

math.OC2024

Learning of Nash Equilibria in Risk-Averse Games

Zifan Wang, Yi Shen, Michael M. Zavlanos +1

This paper considers risk-averse learning in convex games involving multiple agents that aim to minimize their individual risk of incurring significantly high costs. Specifically,…

cs.LG2023★ 1 cited

Wasserstein Distributionally Robust Policy Evaluation and Learning for Contextual Bandits

Yi Shen, Pan Xu, Michael M. Zavlanos

Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Oft…

math.OC2023

Convergence Analysis of the Best Response Algorithm for Time-Varying Games

Zifan Wang, Yi Shen, Michael M. Zavlanos +1

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe ot…

math.OC2023

Asymmetric Feedback Learning in Online Convex Games

Zifan Wang, Xinlei Yi, Yi Shen +2

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of s…

cs.LG2022

Risk-Averse Multi-Armed Bandits with Unobserved Confounders: A Case Study in Emotion Regulation in Mobile Health

Yi Shen, Jessilyn Dunn, Michael M. Zavlanos

In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizi…

cs.LG2022

A Zeroth-Order Momentum Method for Risk-Averse Online Convex Games

Zifan Wang, Yi Shen, Zachary I. Bell +3

We consider risk-averse learning in repeated unknown games where the goal of the agents is to minimize their individual risk of incurring significantly high cost. Specifically, the…

cs.LG2022★ 1 cited

Risk-Averse No-Regret Learning in Online Convex Games

Zifan Wang, Yi Shen, Michael M. Zavlanos

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, w…

cs.LG2021★ 1 cited

Learning without Knowing: Unobserved Context in Continuous Transfer Reinforcement Learning

Chenyu Liu, Yan Zhang, Yi Shen +1

In this paper, we consider a transfer Reinforcement Learning (RL) problem in continuous state and action spaces, under unobserved contextual information. For example, the context c…