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mean-variance optimization

4 papers

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Co-occurring keywords · papers mentioning both

reinforcement learning (2) progressive hedging (1) block-coordinate ascent (1) risk-averse reinforcement learning (1) fenchel dual (1) conservative learning (1) ambiguous optimization (1) two-level framework (1) conservative bandit (1) risk-averse control (1)

Papers

A One-Size-Fits-All Solution to Conservative Bandit Problems AAAI 2021 Mean-Variance Policy Iteration for Risk-Averse Reinforcement Learning AAAI 2021 A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem IJCAI 2020 A Block Coordinate Ascent Algorithm for Mean-Variance Optimization NeurIPS 2018