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Catastrophic-risk-aware reinforcement learning with
  extreme-value-theory-based policy gradients

Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients

21 June 2024
Parisa Davar
Frédéric Godin
Jose Garrido
ArXivPDFHTML

Papers citing "Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients"

4 / 4 papers shown
Title
Robust Risk-Aware Option Hedging
Robust Risk-Aware Option Hedging
David Wu
S. Jaimungal
30
12
0
27 Mar 2023
A policy gradient approach for optimization of smooth risk measures
A policy gradient approach for optimization of smooth risk measures
Nithia Vijayan
Prashanth L.A.
OffRL
38
4
0
22 Feb 2022
Adam: A Method for Stochastic Optimization
Adam: A Method for Stochastic Optimization
Diederik P. Kingma
Jimmy Ba
ODL
1.6K
150,006
0
22 Dec 2014
Policy Gradients with Variance Related Risk Criteria
Policy Gradients with Variance Related Risk Criteria
Dotan Di Castro
Aviv Tamar
Shie Mannor
93
209
0
27 Jun 2012
1