Reinforcement Learning with Dynamic Convex Risk Measures

26 December 2021

Papers citing "Reinforcement Learning with Dynamic Convex Risk Measures"

6 / 6 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 42 0 0 07 May 2025
Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning Mehrdad Moghimi Hyejin Ku OffRL 43 0 0 03 Jan 2025
Robust Reinforcement Learning with Dynamic Distortion Risk Measures Anthony Coache S. Jaimungal 30 1 0 16 Sep 2024
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization Xiaodong Li Pangjing Wu Chenxin Zou Qing Li 27 3 0 11 Dec 2022
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning Anthony Coache S. Jaimungal Á. Cartea 28 13 0 29 Jun 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 166 0 08 Dec 2021