4 accepted papers
In this work, we extend distributional reinforcement learning (RL) to develop a risk-sensitive multi-objective RL framework, with applications to domains such as finance and robotics. We achieve this by adopting vector-risk measures and approximating them via Knothe-Rosenblatt (KR) quantile regressi…
Offline reinforcement learning (RL) is becoming critical in risk-sensitive areas such as finance and autonomous driving, where incorrect decisions can lead to substantial financial loss or compromised safety. However, traditional risk-sensitive offline RL methods often struggle with accurately asses…
In application domains requiring mission-critical decision making, such as finance and robotics, the optimal policy derived by reinforcement learning (RL) often hinges on a preference for risk management. Yet, the dynamic nature of risk measures poses considerable challenges to achieving generalizat…
Reinforcement learning (RL) agents empowered by deep neural networks have been considered a feasible solution to automate control functions in a cyber-physical system. In this work, we consider an RL-based agent and address the issue of learning via continual interaction with a time-varying dynami…