Risk-sensitive reinforcement learning via policy gradient search

von Prashanth L. A.
Veröffentlicht 2022

CONCENTRATION OF RISK MEASURES: A WASSERSTEIN DISTANCE APPROACH

von Bhat, Sanjay P.
Veröffentlicht in NeurIPS (33. : 2019 : Vancouver, British Columbia) 32nd Conference on Neural Information Processing Systems (NeurIPS 2019) ; Volume 15 of 20 (2020)

Stochastic recursive algorithms for optimization : simultaneous perturbation methods

von Bhatnagar, S.
Veröffentlicht 2013

CONCENTRATION BOUNDS FOR CVAR ESTIMATION:[0.5EX] THE CASES OF LIGHT-TAILED AND HEAVY-TAILED DISTRIBUTIONS

von Prashanth, L. A.
Veröffentlicht in International Conference on Machine Learning (37. : 2020 : Online) 37th International Conference on Machine Learning (ICML 2020) ; Part 8 of 15 (2021)

Concentration bounds for empirical conditional value-at-risk : the unbounded case

von Kolla, Ravi Kumar
Veröffentlicht in Operations research letters (2019)