conditional value at risk

Constrained Risk-Averse Markov Decision Processes AAAI 2021 DORO: Distributional and Outlier Robust Optimization ICML 2021 Learning with risk-averse feedback under potentially heavy tails AISTATS 2021 Near-Optimal MNL Bandits Under Risk Criteria AAAI 2021 Non-convex Distributionally Robust Optimization: Non-asymptotic Analysis NeurIPS 2021 Off-Policy Risk Assessment in Contextual Bandits NeurIPS 2021 Online Risk-Averse Submodular Maximization IJCAI 2021 Optimal Best-Arm Identification Methods for Tail-Risk Measures NeurIPS 2021 Optimal Thompson Sampling strategies for support-aware CVaR bandits ICML 2021 Optimizing Conditional Value-At-Risk of Black-Box Functions NeurIPS 2021 Risk-Averse Bayes-Adaptive Reinforcement Learning NeurIPS 2021 Risk-Averse Offline Reinforcement Learning ICLR 2021 RMIX: Learning Risk-Sensitive Policies for Cooperative Reinforcement Learning Agents NeurIPS 2021 Two steps to risk sensitivity NeurIPS 2021 Universal Off-Policy Evaluation NeurIPS 2021 WCSAC: Worst-Case Soft Actor Critic for Safety-Constrained Reinforcement Learning AAAI 2021 Adaptive Sampling for Stochastic Risk-Averse Learning NeurIPS 2020 Bayesian Optimization of Risk Measures NeurIPS 2020 Bayesian Robust Optimization for Imitation Learning NeurIPS 2020 Being Optimistic to Be Conservative: Quickly Learning a CVaR Policy AAAI 2020 Class-Weighted Classification: Trade-offs and Robust Approaches ICML 2020 Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions ICML 2020 Improving Robustness via Risk Averse Distributional Reinforcement Learning L4DC 2020 Large-Scale Methods for Distributionally Robust Optimization NeurIPS 2020 Learning Bounds for Risk-sensitive Learning NeurIPS 2020