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risk-averse reinforcement learning

10 papers

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Co-occurring keywords · papers mentioning both

policy gradient (4) reinforcement learning (4) risk measure (2) variance optimization (2) risk aversion (2) policy iteration (2) risk-constrained reinforcement learning (1) augmented lagrangian multiplier (1) financial market (1) bayes-adaptive markov decision process (1)

Papers

Augmented Lagrangian Risk-constrained Reinforcement Learning for Portfolio Optimization (Student Abstract) AAAI 2025 Risk-averse Total-reward MDPs with ERM and EVaR AAAI 2025 An Alternative to Variance: Gini Deviation for Risk-averse Policy Gradient NeurIPS 2023 Convex Reinforcement Learning in Finite Trials JMLR 2023 Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Extended Abstract) IJCAI 2023 Efficient Risk-Averse Reinforcement Learning NeurIPS 2022 Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning AISTATS 2022 Mean-Variance Policy Iteration for Risk-Averse Reinforcement Learning AAAI 2021 Risk-Averse Bayes-Adaptive Reinforcement Learning NeurIPS 2021 Risk-Averse Trust Region Optimization for Reward-Volatility Reduction IJCAI 2020