| Risk-sensitive reinforcement learning Y Shen, MJ Tobia, T Sommer, K Obermayer Neural computation 26 (7), 1298-1328, 2014 | 175 | 2014 |
| Risk-sensitive Markov control processes Y Shen, W Stannat, K Obermayer SIAM Journal on Control and Optimization 51 (5), 3652-3672, 2013 | 99 | 2013 |
| Gradient Boosting Survival Tree with Applications in Credit Scoring M Bai, Y Zheng, Y Shen Credit Scoring and Credit Control Conference XVI, 2019 | 42 | 2019 |
| Construction of Approximation Spaces for Reinforcement Learning. W Böhmer, S Grünewälder, Y Shen, M Musial, K Obermayer Journal of Machine Learning Research 14 (7), 2013 | 30 | 2013 |
| Risk-averse reinforcement learning for algorithmic trading Y Shen, R Huang, C Yan, K Obermayer 2014 IEEE conference on computational intelligence for financial engineering …, 2014 | 26 | 2014 |
| A unified framework for risk-sensitive Markov control processes Y Shen, W Stannat, K Obermayer 53rd IEEE Conference on Decision and Control, 1073-1078, 2014 | 8 | 2014 |
| A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes V Laschos, K Obermayer, Y Shen, W Stannat Journal of Mathematical Analysis and Applications 477 (2), 1133-1156, 2019 | 3 | 2019 |
| Risk-sensitive Markov Decision Processes Y Shen Technical University Berlin, 2015 | 3 | 2015 |
| Conjugate Duality on Wasserstein Spaces with Applications in Partially Observable Markov Decision Processes Y Shen, V Laschos, W Stannat, K Obermayer arXiv preprint arXiv:1603.02882, 2016 | | 2016 |
| Risk-sensitive Markov Control Processes with Strictly Convex Risk Maps Y Shen, W Stannat, K Obermayer arXiv preprint arXiv:1403.3321, 2014 | | 2014 |
