Aviv Tamar, Yinlam Chow, Mohammad Ghavamzadeh, Shie Mannor. Policy Gradient for Coherent Risk Measures. In Corinna Cortes, Neil D. Lawrence, Daniel D. Lee, Masashi Sugiyama, Roman Garnett, editors, Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, December 7-12, 2015, Montreal, Quebec, Canada. pages 1468-1476, 2015. [doi]
Abstract is missing.