Policy Gradient for Coherent Risk Measures

NeurIPS 2015 Aviv TamarYinlam ChowMohammad GhavamzadehShie Mannor

Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. These studies have focused on specific risk-measures, such as the variance or conditional value at risk (CVaR)... (read more)

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