value at risk

Decision Theoretic Foundations for Conformal Prediction: Optimal Uncertainty Quantification for Risk-Averse Agents ICML 2025 Risk-averse Total-reward MDPs with ERM and EVaR AAAI 2025 Reward Penalties on Augmented States for Solving Richly Constrained RL Effectively AAAI 2024 Risk Estimation in a Markov Cost Process: Lower and Upper Bounds ICML 2024 Entropic Risk Optimization in Discounted MDPs AISTATS 2023 RiskQ: Risk-sensitive Multi-Agent Reinforcement Learning Value Factorization NeurIPS 2023 Value-at-Risk Optimization with Gaussian Processes ICML 2021 State-Augmentation Transformations for Risk-Sensitive Reinforcement Learning AAAI 2019 Worst Cases Policy Gradients CoRL 2019 Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning NeurIPS 2018 Elicitation and Identification of Properties COLT 2014 A General Projection Property for Distribution Families NeurIPS 2009