Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning

Xiaoteng Ma, Shuai Ma, Li Xia, Qianchuan Zhao. Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning. J. Artif. Intell. Res. (JAIR), 75:569-595, 2022. [doi]

Authors

Xiaoteng Ma

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Shuai Ma

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Li Xia

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Qianchuan Zhao

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