154 citations · 1k across the 49 of their papers we have counts for
12 papers · 1 filter
Risk-Constrained Reinforcement Learning with Percentile Risk Criteria
Yinlam Chow, Mohammad Ghavamzadeh, Lucas Janson +1
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events o…
Trading Safety Versus Performance: Rapid Deployment of Robotic Swarms with Robust Performance Constraints
Yin-Lam Chow, Marco Pavone, Brian M. Sadler +1
In this paper we consider a stochastic deployment problem, where a robotic swarm is tasked with the objective of positioning at least one robot at each of a set of pre-assigned tar…
A Framework for Time-Consistent, Risk-Averse Model Predictive Control: Theory and Algorithms
Yin-Lam Chow, Marco Pavone
In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time…
Stochastic Optimal Control With Dynamic, Time-Consistent Risk Constraints
Yin-Lam Chow, Marco Pavone
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control…
Two Phase learning for Bidding-based Vehicle Sharing
Yinlam Chow, Jia Yuan Yu, Marco Pavone
We consider one-way vehicle sharing systems where customers can rent a car at one station and drop it off at another. The problem we address is to optimize the distribution of cars…
Robust Policy Optimization with Baseline Guarantees
Yinlam Chow, Marek Petrik, Mohammad Ghavamzadeh
Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for…
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach
Yinlam Chow, Aviv Tamar, Shie Mannor +1
In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to m…
Control of Generalized Energy Storage Networks
Junjie Qin, Yinlam Chow, Jiyan Yang +1
The integration of intermittent and volatile renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides th…
A Time Consistent Formulation of Risk Constrained Stochastic Optimal Control
Yinlam Chow, Marco Pavone
Time-consistency is an essential requirement in risk sensitive optimal control problems to make rational decisions. An optimization problem is time consistent if its solution polic…
Policy Gradient for Coherent Risk Measures
Aviv Tamar, Yinlam Chow, Mohammad Ghavamzadeh +1
Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. T…
Weighted SGD for Regression with Randomized Preconditioning
Jiyan Yang, Yin-Lam Chow, Christopher Ré +1
In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and dat…
A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints
Yin-Lam Chow, Marco Pavone
In this paper, we present a discretization algorithm for finite horizon risk constrained dynamic programming algorithm in [Chow_Pavone_13]. Although in a theoretical standpoint, Be…