2 papers
cs.LG2024
On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learning
Anas Barakat, Souradip Chakraborty, Peihong Yu +2
Reinforcement learning with general utilities (RLGU) offers a unifying framework to capture several problems beyond standard expected returns, including imitation learning, pure ex…
cs.LG2024
Policy Gradients for Cumulative Prospect Theory in Reinforcement Learning
Olivier Lepel, Anas Barakat
We derive a policy gradient theorem for Cumulative Prospect Theory (CPT) objectives in finite-horizon Reinforcement Learning (RL), generalizing the standard policy gradient theorem…