conftrace_

conditional value-at-risk

28 papers

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Also known as

CVAR

Co-occurring keywords

multi-armed bandit (1098) markov decision process (790) risk-sensitive optimization (5) heavy-tailed distribution (98) conditional value at risk (50) upper confidence bound (197) regret bound (1926) distributionally robust optimization (185) stochastic bandit (98) safety constraint (69)

Papers

Risk-Constrained Reinforcement Learning with Percentile Risk Criteria JMLR 2018
A General Approach to Multi-Armed Bandits Under Risk Criteria COLT 2018
Algorithms for CVaR Optimization in MDPs NIPS 2014