Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement
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Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

29 June 2022

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Papers citing "Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning"

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Title
Kullback-Leibler Barycentre of Stochastic Processes S. Jaimungal Silvana M. Pesenti 70 1 0 05 Jul 2024
Characterizing M-estimators Timo Dimitriadis Tobias Fissler J. Ziegel 58 9 0 17 Aug 2022
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 67 28 0 26 Dec 2021
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures S. Marzban Erick Delage Jonathan Yu-Meng Li 35 4 0 09 Sep 2021
Robust Risk-Aware Reinforcement Learning S. Jaimungal Silvana M. Pesenti Ye Wang Hariom Tatsat 75 33 0 23 Aug 2021
Entropic Risk Measure in Policy Search David Nass Boris Belousov Jan Peters 61 27 0 21 Jun 2019
Convergence of the Deep BSDE Method for Coupled FBSDEs Jiequn Han Jihao Long 59 159 0 03 Nov 2018
Beyond expectation: Deep joint mean and quantile regression for spatio-temporal problems Filipe Rodrigues Francisco Câmara Pereira AI4TS 117 95 0 27 Aug 2018
Deep Reinforcement Learning with Double Q-learning H. V. Hasselt A. Guez David Silver OffRL 170 7,641 0 22 Sep 2015
Cyclical Learning Rates for Training Neural Networks L. Smith ODL 210 2,529 0 03 Jun 2015
Coherence and elicitability J. Ziegel 69 334 0 07 Mar 2013
Making and Evaluating Point Forecasts T. Gneiting 107 1,055 0 04 Dec 2009