conftrace_

risk-constrained reinforcement learning

2 papers

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Also known as

RCRL

Co-occurring keywords · papers mentioning both

risk constraint (2) augmented lagrangian multiplier (1) financial market (1) risk-averse reinforcement learning (1) risk measure (1) constraint violation (1) spectral risk (1) spectral risk measure (1) worst-case scenario (1) portfolio optimization (1)

Papers

Augmented Lagrangian Risk-constrained Reinforcement Learning for Portfolio Optimization (Student Abstract) AAAI 2025 Spectral-Risk Safe Reinforcement Learning with Convergence Guarantees NeurIPS 2024