2024 "conditional value-at-risk" Papers

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Risk Estimation in a Markov Cost Process: Lower and Upper Bounds

Gugan Chandrashekhar Mallika Thoppe, Prashanth L.A., Sanjay Bhat

ICML 2024poster

Risk-Sensitive Policy Optimization via Predictive CVaR Policy Gradient

Ju-Hyun Kim, Seungki Min

ICML 2024poster

Risk-Sensitive Reward-Free Reinforcement Learning with CVaR

Xinyi Ni, Guanlin Liu, Lifeng Lai

ICML 2024poster