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coherent risk measure

7 papers

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Co-occurring keywords · papers mentioning both

conditional value at risk (3) markov decision process (3) risk-sensitive decision making (2) elicitable property (1) statistical functional (1) property elicitation (1) robust mdp (1) value at risk (1) risk-aware reinforcement learning (1) choquet integral (1)

Papers

Risk Measures and Upper Probabilities: Coherence and Stratification JMLR 2024 Risk-Aware Reinforcement Learning with Coherent Risk Measures and Non-linear Function Approximation ICLR 2023 Constrained Risk-Averse Markov Decision Processes AAAI 2021 PAC-Bayesian Bound for the Conditional Value at Risk NeurIPS 2020 Policy Gradient for Coherent Risk Measures NeurIPS 2015 Elicitation and Identification of Properties COLT 2014 Robustness and risk-sensitivity in Markov decision processes NeurIPS 2012