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]

@inproceedings{StankoM19,
  title = {Risk-averse Distributional Reinforcement Learning: A CVaR Optimization Approach},
  author = {Silvestr Stanko and Karel Macek},
  year = {2019},
  doi = {10.5220/0008175604120423},
  url = {https://doi.org/10.5220/0008175604120423},
  researchr = {https://researchr.org/publication/StankoM19},
  cites = {0},
  citedby = {0},
  pages = {412-423},
  booktitle = {Proceedings of the 11th International Joint Conference on Computational Intelligence, IJCCI 2019, Vienna, Austria, September 17-19, 2019},
  editor = {Juan Julián Merelo Guervós and Jonathan Garibaldi and Alejandro Linares-Barranco and Kurosh Madani and Kevin Warwick},
  publisher = {ScitePress},
  isbn = {978-989-758-384-1},
}