2 citations · 3 across the 3 of their papers we have counts for
3 papers · 1 filter
Risk-Averse Total-Reward Reinforcement Learning
Xihong Su, Jia Lin Hau, Gersi Doko +2
Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algori…
Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis
Jia Lin Hau, Erick Delage, Esther Derman +2
In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper propose…
RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk
Jia Lin Hau, Marek Petrik, Mohammad Ghavamzadeh +1
Prior work on safe Reinforcement Learning (RL) has studied risk-aversion to randomness in dynamics (aleatory) and to model uncertainty (epistemic) in isolation. We propose and anal…