Distributional Reinforcement Learning
Distributional reinforcement learning (DRL) aims to learn the entire distribution of future rewards, rather than just the expected value, offering a more nuanced understanding of uncertainty in decision-making. Current research focuses on developing efficient algorithms, often employing quantile regression, generative models (like energy-based models and diffusion models), and various distributional Bellman operators, to accurately estimate and utilize these reward distributions. This approach enhances robustness and allows for risk-sensitive decision-making, finding applications in diverse fields such as finance, robotics, and wireless network management, where handling uncertainty is crucial for optimal and safe performance.
Papers
More Benefits of Being Distributional: Second-Order Bounds for Reinforcement Learning
Kaiwen Wang, Owen Oertell, Alekh Agarwal, Nathan Kallus, Wen Sun
Echoes of Socratic Doubt: Embracing Uncertainty in Calibrated Evidential Reinforcement Learning
Alex Christopher Stutts, Danilo Erricolo, Theja Tulabandhula, Amit Ranjan Trivedi