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Found 3 papers, 2 papers with code
Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning
Specifically, we prove that the agent's risk aversion can be identified as the number of questions tends to infinity, and the questions are randomly designed.
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures.
Reinforcement Learning with Dynamic Convex Risk Measures
We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL).
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