A policy gradient approach for optimization of smooth risk measures

no code implementations • 22 Feb 2022 • Nithia Vijayan, Prashanth L. A

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings.

reinforcement-learning Reinforcement Learning (RL)

Policy Gradient Methods for Distortion Risk Measures

no code implementations • 9 Jul 2021 • Nithia Vijayan, Prashanth L. A

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework.

Policy Gradient Methods reinforcement-learning +1

Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpoint

no code implementations • 6 Jan 2021 • Nithia Vijayan, Prashanth L. A

From these results, we infer that the first algorithm converges at a rate that is comparable to the well-known REINFORCE algorithm in an off-policy RL context, while the second algorithm exhibits an improved rate of convergence.

Off-policy evaluation