Online Estimation and Optimization of Utility-Based Shortfall Risk

16 November 2021

Papers citing "Online Estimation and Optimization of Utility-Based Shortfall Risk"

3 / 3 papers shown

Title
Concentration Bounds for Optimized Certainty Equivalent Risk Estimation Ayon Ghosh Prashanth L.A. Krishna Jagannathan 18 0 0 31 May 2024
Optimization of utility-based shortfall risk: A non-asymptotic viewpoint Sumedh Gupte A. PrashanthL. Sanjay P. Bhat 11 1 0 28 Oct 2023
Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpoint Nithia Vijayan A. PrashanthL. OffRL 19 6 0 06 Jan 2021