116 citations · 119 across the 3 of their papers we have counts for
4 papers
A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with Applications in Partially Observable Markov Decision Processes
Vaios Laschos, Klaus Obermayer, Yun Shen +1
By using the fact that the space of all probability measures with finite support can be somehow completed in two different fashions, one generating the Arens-Eells space and anothe…
On Average Risk-sensitive Markov Control Processes
Yun Shen, Klaus Obermayer, Wilhelm Stannat
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to…
Risk-sensitive Reinforcement Learning
Yun Shen, Michael J. Tobia, Tobias Sommer +1
We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function…
Risk-sensitive Markov control processes
Yun Shen, Wilhelm Stannat, Klaus Obermayer
We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known concepts of risk measure…