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An Alternative to Variance: Gini Deviation for Risk-averse Policy Gradient.
Yudong Luo
Guiliang Liu
Pascal Poupart
Yangchen Pan
Published in:
NeurIPS (2023)
Keyphrases
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risk averse
policy gradient
variance reduction
risk neutral
stochastic programming
decision makers
utility function
function approximation
portfolio management
reinforcement learning
gradient method
approximation methods
multistage
sufficient conditions
monte carlo
expected utility