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Sample-Based Bounds for Coherent Risk Measures: Applications to Policy Synthesis and Verification.

Prithvi AkellaAnushri DixitMohamadreza AhmadiJoel W. BurdickAaron D. Ames
Published in: CoRR (2022)
Keyphrases
  • risk measures
  • asymptotically optimal
  • upper bound
  • lower bound
  • optimal policy
  • risk averse
  • portfolio optimization
  • expected cost