Risk-averse learning by temporal difference methods with Markov risk measures

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Cited in

(10)

Relative loss bounds for temporal-difference learning
Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
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Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning
An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
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Reinforcement learning with dynamic convex risk measures
Robust reinforcement learning with dynamic distortion risk measures
Error analysis for approximate CVaR-optimal control with a maximum cost

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