Risk-averse Distributional Reinforcement Learning: A CVaR Optimization Approach

Silvestr Stanko, Karel Macek. Risk-averse Distributional Reinforcement Learning: A CVaR Optimization Approach. In Juan Julián Merelo Guervós, Jonathan Garibaldi, Alejandro Linares-Barranco, Kurosh Madani, Kevin Warwick, editors, Proceedings of the 11th International Joint Conference on Computational Intelligence, IJCCI 2019, Vienna, Austria, September 17-19, 2019. pages 412-423, ScitePress, 2019. [doi]

Abstract

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