[PDF][PDF] Risk-Sensitive Reinforcement Learning with φ-Divergence-Risk

X Ni, L Lai - IEEE Transactions on Information …, 2024 - faculty.engineering.ucdavis.edu
Standard reinforcement learning (RL) algorithms primarily focus on minimizing the expected
sum of costs, which can be insufficient in contexts where risk sensitivity is crucial. This paper …

[PDF][PDF] Risk-Sensitive Reinforcement Learning with Coherent Risk Measures

X NI - 2025 - faculty.engineering.ucdavis.edu
Reinforcement Learning (RL) is a branch of machine learning that focuses on training
agents to make sequential decisions. By interacting with the environment, an RL agent …