Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret

Yingjie Fei, Zhuoran Yang, Yudong Chen, Zhaoran Wang, Qiaomin Xie. Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret. In Hugo Larochelle, Marc'Aurelio Ranzato, Raia Hadsell, Maria-Florina Balcan, Hsuan-Tien Lin, editors, Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual. 2020. [doi]

@inproceedings{FeiYCWX20,
  title = {Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret},
  author = {Yingjie Fei and Zhuoran Yang and Yudong Chen and Zhaoran Wang and Qiaomin Xie},
  year = {2020},
  url = {https://proceedings.neurips.cc/paper/2020/hash/fdc42b6b0ee16a2f866281508ef56730-Abstract.html},
  researchr = {https://researchr.org/publication/FeiYCWX20},
  cites = {0},
  citedby = {0},
  booktitle = {Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual},
  editor = {Hugo Larochelle and Marc'Aurelio Ranzato and Raia Hadsell and Maria-Florina Balcan and Hsuan-Tien Lin},
}