"Robust Risk-Aware Reinforcement Learning."

Sebastian Jaimungal et al. (2022)

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DOI: 10.1137/21M144640X

access: closed

type: Journal Article

metadata version: 2022-07-25

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Sebastian Jaimungal, Silvana M. Pesenti, Ye Sheng Wang, Hariom Tatsat:
Robust Risk-Aware Reinforcement Learning. SIAM J. Financial Math. 13(1): 213-226 (2022)

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