Risk-Averse Learning by Temporal Difference Methods
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Abstract (arXiv)
We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of temporal differences and we prove their convergence with probability one. We also perform an empirical study on a complex transportation problem.
Key facts. Cited by 13 papers in the map (data through 14 Oct 2026). First posted on arXiv 2 Mar 2020.
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Citing papers per year: 2021: 2; 2022: 3; 2023: 2; 2024: 1; 2025: 1; 2026: 4.
13 papers.
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- 2022First-order Policy Optimization for Robust Markov Decision Processcited by 32
- 2021Reinforcement Learning with Dynamic Convex Risk Measurescited by 21
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexitycited by 17
- 2021Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal controlcited by 12
- 2022Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learningcited by 9
- 2022Posterior Coreset Construction with Kernelized Stein Discrepancy for Model-Based Reinforcement Learningcited by 7
- 2024Robust Reinforcement Learning with Dynamic Distortion Risk Measurescited by 3
- 2025Planning and Learning in Average Risk-aware MDPscited by 2
- 2026Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximationcited by 1
- 2023Distributional Method for Risk Averse Reinforcement Learningcited by 0
- 2026Reinforcement learning with an expectile-based objectivecited by 0
- 2026Online Policy Evaluation for MDPs with Dynamic UBSR Measurescited by 0
1 more
- 2026Mini-Batch Risk-Averse Deep Q-Learning: A Robot Navigation Case Study7 Sep 2026
- 2026Online Policy Evaluation for MDPs with Dynamic UBSR Measures25 Jul 2026
- 2026Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximation1 May 2026
- 2026Reinforcement learning with an expectile-based objective10 Feb 2026
- 2025Planning and Learning in Average Risk-aware MDPs22 Mar 2025
- 2024Robust Reinforcement Learning with Dynamic Distortion Risk Measures16 Sep 2024
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity20 Jun 2023
- 2023Distributional Method for Risk Averse Reinforcement Learning27 Feb 2023
- 2022First-order Policy Optimization for Robust Markov Decision Process21 Sep 2022
- 2022Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning29 Jun 2022
- 2022Posterior Coreset Construction with Kernelized Stein Discrepancy for Model-Based Reinforcement Learning2 Jun 2022
- 2021Reinforcement Learning with Dynamic Convex Risk Measures26 Dec 2021
- 2024Robust Reinforcement Learning with Dynamic Distortion Risk Measurescited by 3
- 2025Planning and Learning in Average Risk-aware MDPscited by 2
- 2026Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximationcited by 1
- 2026Reinforcement learning with an expectile-based objectivecited by 0
- 2026Online Policy Evaluation for MDPs with Dynamic UBSR Measurescited by 0
- 2026Mini-Batch Risk-Averse Deep Q-Learning: A Robot Navigation Case Studycited by 0
- 2026Mini-Batch Risk-Averse Deep Q-Learning: A Robot Navigation Case Study7 Sep 2026
- 2026Online Policy Evaluation for MDPs with Dynamic UBSR Measures25 Jul 2026
- 2026Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximation1 May 2026
- 2026Reinforcement learning with an expectile-based objective10 Feb 2026
- 2025Planning and Learning in Average Risk-aware MDPs22 Mar 2025
- 2024Robust Reinforcement Learning with Dynamic Distortion Risk Measures16 Sep 2024
- 2022First-order Policy Optimization for Robust Markov Decision Processcited by 32
- 2021Reinforcement Learning with Dynamic Convex Risk Measurescited by 21
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexitycited by 17
- 2021Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal controlcited by 12
- 2022Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learningcited by 9
- 2022Posterior Coreset Construction with Kernelized Stein Discrepancy for Model-Based Reinforcement Learningcited by 7
- 2023Distributional Method for Risk Averse Reinforcement Learningcited by 0
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity20 Jun 2023
- 2023Distributional Method for Risk Averse Reinforcement Learning27 Feb 2023
- 2022First-order Policy Optimization for Robust Markov Decision Process21 Sep 2022
- 2022Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning29 Jun 2022
- 2022Posterior Coreset Construction with Kernelized Stein Discrepancy for Model-Based Reinforcement Learning2 Jun 2022
- 2021Reinforcement Learning with Dynamic Convex Risk Measures26 Dec 2021
- 2021Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control18 Sep 2021