2 papers
cs.LG2026
Computing Monetary Risk Measures in Linear Time
Palash Agrawal, Gersi Doko, Maeve Burwell +1
Monetary risk measures have gained popularity for expressing decision-makers' risk aversion. Value-at-Risk (VaR) and Conditional-Value-at-Risk (CVaR), in particular, are used commo…
cs.LG2025
Risk-Averse Total-Reward Reinforcement Learning
Xihong Su, Jia Lin Hau, Gersi Doko +2
Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algori…