Risk-Averse Trust Region Optimization for Reward-Volatility Reduction

6 Dec 2019Lorenzo BisiLuca SabbioniEdoardo VittoriMatteo PapiniMarcello Restelli

In real-world decision-making problems, for instance in the fields of finance, robotics or autonomous driving, keeping uncertainty under control is as important as maximizing expected returns. Risk aversion has been addressed in the reinforcement learning literature through risk measures related to the variance of returns... (read more)

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