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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),


A Constrained sampling via post-processed denoiser In this section, we provide more details on the apparatus necessary to perform a posteriori conditional

Neural Information Processing Systems

Eq. (6) suggests that the SDE drift corresponding to the score may be broken down into 3 steps: 1. However, in practice this modification creates a "discontinuity" between the constrained and unconstrained components, leading to erroneous correlations between them in the generated samples. "learning rate" that is determined empirically such that the loss value reduces adequately close to zero Thus it needs to be tuned empirically. The correction in Eq. (16) is equivalent to imposing a Gaussian likelihood on Remark 2. The post-processing presented in this section is similar to [ In this section, we present the most relevant components for completeness and better reproducibility. B.2 Sampling The reverse SDE in Eq. (5) used for sampling may be rewritten in terms of denoiser D As stated in 4.1 of the main text, for this The energy-based metrics are already defined in Eq. (12) and Eq.