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20222025
most citedRASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk

2 citations · 3 across the 3 of their papers we have counts for

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math.OC2023★ 1 cited

On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes

Jia Lin Hau, Erick Delage, Mohammad Ghavamzadeh +1

Optimizing static risk-averse objectives in Markov decision processes is difficult because they do not admit standard dynamic programming equations common in Reinforcement Learning…