Improving Robustness via Risk Averse Distributional Reinforcement
Learning

Improving Robustness via Risk Averse Distributional Reinforcement Learning

1 May 2020

Qinsheng Zhang

Papers citing "Improving Robustness via Risk Averse Distributional Reinforcement Learning"

9 / 9 papers shown

Title
Risk-averse policies for natural gas futures trading using distributional reinforcement learning Félicien Hêche Biagio Nigro Oussama Barakat Stephan Robert-Nicoud OffRL 46 0 0 08 Jan 2025
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 44 2 0 23 May 2024
Uniform Pessimistic Risk and its Optimal Portfolio Sungchul Hong Jong-June Jeon 25 1 0 02 Mar 2023
Bridging Distributional and Risk-sensitive Reinforcement Learning with Provable Regret Bounds Hao Liang Zhihui Luo 30 14 0 25 Oct 2022
Review of Metrics to Measure the Stability, Robustness and Resilience of Reinforcement Learning L. Pullum 29 2 0 22 Mar 2022
Uncertainty Estimation for Language Reward Models Adam Gleave G. Irving UQLM 42 32 0 14 Mar 2022
Time Discretization-Invariant Safe Action Repetition for Policy Gradient Methods Seohong Park Jaekyeom Kim Gunhee Kim 38 23 0 06 Nov 2021
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures S. Marzban Erick Delage Jonathan Yu-Meng Li 19 4 0 09 Sep 2021
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 73 314 0 06 Jun 2015