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On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes

Neural Information Processing Systems

Risk-averse reinforcement learning (RL) seeks to provide a risk-averse policy for high-stakes real-world decision problems. These high-stake domains include autonomous driving (Jin et al., 2019; Sharma et al., 2020), robot collision avoidance (Ahmadi et al., 2021; Hakobyan and Y ang, 2021),




Optimal Treatment Allocation for Efficient Policy Evaluation in Sequential Decision Making Ting Li

Neural Information Processing Systems

A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from online experiments to estimate treatment effects accurately.