Risk-averse optimization of reward-based coherent risk measures (Q6098851)
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scientific article; zbMATH DE number 7697285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse optimization of reward-based coherent risk measures |
scientific article; zbMATH DE number 7697285 |
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Risk-averse optimization of reward-based coherent risk measures (English)
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19 June 2023
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reinforcement learning
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risk-averse
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coherent risk measure
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reward-based measure
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mean absolute deviation
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CVaR
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