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]
@article{MaMXZ22,
title = {Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning},
author = {Xiaoteng Ma and Shuai Ma and Li Xia and Qianchuan Zhao},
year = {2022},
doi = {10.1613/jair.1.13833},
url = {https://doi.org/10.1613/jair.1.13833},
researchr = {https://researchr.org/publication/MaMXZ22},
cites = {0},
citedby = {0},
journal = {J. Artif. Intell. Res. (JAIR)},
volume = {75},
pages = {569-595},
}