Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)
-
Updated
Aug 29, 2024 - Python
Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)
Risk-sensitive portfolio optimization with DRL. Contains improvements to the paper by Wang, M., & Ku, H. (2022), Risk-sensitive policies for portfolio management.
risk-sensitive multi-objective RL (KR-IQN) in ICML 2026
Lower Confidence Bound - Value Iteration
To associate your repository with the risk-sensitive-reinforcement-learning topic, visit your repo's landing page and select "manage topics."