2 papers
cs.LG2026
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…
cs.LG2025
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…