OTHER
Risk-averse optimization of reward-based coherent risk measures
Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli
- Year
- 2023
- Citations
- 3
Keywords
RandomnessComputer scienceReinforcement learningArtificial intelligenceValue at riskExpected shortfallRisk aversion (psychology)Expected returnOptimization problemIrrational number
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