Risk-Constrained Reinforcement Learning with Percentile Risk Criteria

zbMath1471.90160arXiv1512.01629MaRDI QIDQ4558492

Marco Pavone, Lucas Janson, Mohammad Ghavamzadeh, Yinlam Chow

Publication date: 22 November 2018

Full work available at URL: https://arxiv.org/abs/1512.01629

zbMATH Keywords

Markov decision processreinforcement learningactor-critic algorithmsconditional value-at-riskchance-constrained optimizationpolicy gradient algorithms

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Markov and semi-Markov decision processes (90C40) General considerations in statistical decision theory (62C05)

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SAMBA: safe model-based \& active reinforcement learning ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search ⋮ On Robustness of Individualized Decision Rules ⋮ Sim-to-lab-to-real: safe reinforcement learning with shielding and generalization guarantees ⋮ Risk-averse optimization of reward-based coherent risk measures ⋮ Safety-constrained reinforcement learning with a distributional safety critic ⋮ Temporal Robustness of Stochastic Signals ⋮ Unnamed Item ⋮ Recent advances in reinforcement learning in finance ⋮ Safe multi-agent reinforcement learning for multi-robot control ⋮ Reinforcement learning with dynamic convex risk measures ⋮ Classification with costly features as a sequential decision-making problem ⋮ Global Convergence of Policy Gradient Methods to (Almost) Locally Optimal Policies ⋮ Almost surely safe exploration and exploitation for deep reinforcement learning with state safety estimation ⋮ Data-driven control for dynamic quantized nonlinear systems with state constraints based on barrier functions ⋮ A survey of learning criteria going beyond the usual risk ⋮ Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective ⋮ Risk-averse policy optimization via risk-neutral policy optimization ⋮ Risk verification of stochastic systems with neural network controllers ⋮ Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning ⋮ Peril, prudence and planning as risk, avoidance and worry

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