Anthony Coache

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Reinforcement Learning

Reward Function

Top Venues

SIAM J. Financial Math.

Publications

Ziteng Cheng, Anthony Coache, Sebastian Jaimungal
Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning. CoRR (2023)
Anthony Coache, Sebastian Jaimungal, Álvaro Cartea
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. SIAM J. Financial Math. 14 (4) (2023)
Anthony Coache, Sebastian Jaimungal, Álvaro Cartea
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. CoRR (2022)
Anthony Coache, Sebastian Jaimungal
Reinforcement Learning with Dynamic Convex Risk Measures. CoRR (2021)