Risk-Sensitive Reinforcement Learning under CVaR Objective
Hao Liang (CUHK-SZ)
Speaker: Hao Liang
References: Bastani, O., Ma, J. Y., Shen, E., & Xu, W. (2022). Regret bounds for risk-sensitive reinforcement learning. Advances in Neural Information Processing Systems, 35, 36259-36269.