5 citations · 6 across the 4 of their papers we have counts for
Showing cs.LGShow all
2 papers · 1 filter
cs.LG2024★ 1 cited
Regret Bounds for Episodic Risk-Sensitive Linear Quadratic Regulator
Wenhao Xu, Xuefeng Gao, Xuedong He
Risk-sensitive linear quadratic regulator is one of the most fundamental problems in risk-sensitive optimal control. In this paper, we study online adaptive control of risk-sensiti…
cs.LG2023★ 5 cited
Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents
Wenhao Xu, Xuefeng Gao, Xuedong He
The optimized certainty equivalent (OCE) is a family of risk measures that cover important examples such as entropic risk, conditional value-at-risk and mean-variance models. In th…