Risk-Sensitive Reinforcement Learning Via Entropic- VaR Optimization

Author:

Ni Xinyi1,Lai Lifeng1

Affiliation:

1. University of California,Department of Electrical and Computer Engineering,Davis

Publisher

IEEE

Reference26 articles.

1. Risk-constrained reinforcement learning with percentile risk criteria;chow;The Journal of Machine Learning Research,2017

2. Optimizing the CVaR via Sampling

3. Risk-Sensitive Learning via Minimization of Empirical Conditional Value-at-Risk

4. Policy gradients beyond ex-pectations: Conditional value-at-risk;tamar;ArXiv Preprint,2014

5. Risk-sensitive and robust decision-making: a CVaR optimization approach;chow;ArXiv Preprint,2015

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