{"paper":{"title":"Recursive Entropic Risk Optimization in Discounted MDPs: Sample Complexity Bounds with a Generative Model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.AI","math.OC","stat.ML"],"primary_cat":"cs.LG","authors_text":"Mohammad Sadegh Talebi, Oliver Mortensen","submitted_at":"2025-05-30T22:27:57Z","abstract_excerpt":"We study risk-sensitive reinforcement learning in finite discounted MDPs with recursive entropic risk measures (ERM), where the risk parameter $\\beta \\neq 0$ controls the agent's risk attitude: $\\beta>0$ for risk-averse and $\\beta<0$ for risk-seeking behavior. A generative model of the MDP is assumed to be available. Our focus is on the sample complexities of learning the optimal state-action value function (value learning) and an optimal policy (policy learning) under recursive ERM. We introduce a model-based algorithm, called Model-Based ERM $Q$-Value Iteration (MB-RS-QVI), and derive PAC-ty"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2506.00286","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2506.00286/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}