2 papers
cs.LG2025
UAMDP: Uncertainty-Aware Markov Decision Process for Risk-Constrained Reinforcement Learning from Probabilistic Forecasts
Michal Koren, Or Peretz, Tai Dinh +1
Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncerta…
cs.LG2025
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization
Haochen Yuan, Minting Pan, Yunbo Wang +3
Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns…