2 papers
math.OC2026
Long-Run Conditional Value-at-Risk Reinforcement Learning
Qixin Wang, Hao Cao, Jian-Qiang Hu +2
Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDP…
cs.LG2025
DSAC: Distributional Soft Actor-Critic for Risk-Sensitive Reinforcement Learning
Xiaoteng Ma, Junyao Chen, Li Xia +3
We present Distributional Soft Actor-Critic (DSAC), a distributional reinforcement learning (RL) algorithm that combines the strengths of distributional information of accumulated…