Optimizing the CVaR via Sampling

15 April 2014

Papers citing "Optimizing the CVaR via Sampling"

7 / 7 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 52 0 0 07 May 2025
Return Capping: Sample-Efficient CVaR Policy Gradient Optimisation Harry Mead Clarissa Costen Bruno Lacerda Nick Hawes 69 0 0 29 Apr 2025
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 50 2 0 23 May 2024
On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures Xian Yu Lei Ying 33 5 0 26 Jan 2023
Policy Gradients for CVaR-Constrained MDPs Prashanth L.A. 26 52 0 12 May 2014
Policy Gradients with Variance Related Risk Criteria Dotan Di Castro Aviv Tamar Shie Mannor 58 206 0 27 Jun 2012
Infinite-Horizon Policy-Gradient Estimation Jonathan Baxter Peter L. Bartlett 57 808 0 03 Jun 2011