Research map / Reinforcement learning / Policy gradient and actor-critic
Distributional Reinforcement Learning for Risk-Sensitive Policies
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the proposed static-CVaR action selection (Algorithms 1 and 2) instead of the Markov action-selection strategy | Quantile-regression distributional Q-learning · Synthetic 4-state MDP | CVaR across alpha levels | Helped |
| Use the proposed strategy instead of the Markov action-selection strategy | Quantile-regression distributional Q-learning · Option trading, synthetic GBM prices | CVaR across alpha levels | Helped |
| Use the proposed strategy instead of the Markov action-selection strategy | Quantile-regression distributional Q-learning · Option trading, real Dow prices | CVaR across alpha levels | Helped |
| Train with the proposed risk-averse strategy instead of the risk-neutral strategy (alpha = 1) | Quantile-regression distributional Q-learning · Option trading | CVaR at low alpha | Helped |
| Use the proposed strategy instead of the Markov strategy at 0.25-CVaR, gamma 0.99 | IQN (Fujita et al. implementation) · Atari Asterix, 30M steps, 3 seeds | 0.25-CVaR of discounted return | Helped |
| Use the proposed strategy instead of the risk-neutral strategy | IQN · Atari Asterix, 30M steps | return concentration | Helped |
| Use the Markov action-selection strategy instead of the risk-neutral strategy | IQN · Atari Asterix, 30M steps | mean and 0.25-CVaR of return | Hurt |
Closest papers by meaning
- Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning (ICML 2025 · similarity 0.90)
- Provably Efficient CVaR RL in Low-rank MDPs (ICLR 2024 · similarity 0.90)
- Near-Minimax-Optimal Distributional Reinforcement Learning with a Generative Model (NeurIPS 2024 · similarity 0.90)
- Provable Risk-Sensitive Distributional Reinforcement Learning with General Function Approximation (ICML 2024 · similarity 0.90)
- Provably Efficient Iterated CVaR Reinforcement Learning with Function Approximation and Human Feedback (ICLR 2024 · similarity 0.89)
- A Reductions Approach to Risk-Sensitive Reinforcement Learning with Optimized Certainty Equivalents (ICML 2025 · similarity 0.89)
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