A model-free off-policy actor-critic algorithm is constructed for dynamic expectile and CVaR using a surrogate policy gradient without transition perturbation and elicitability-based value learning, with empirical outperformance in risk-averse domains.
Proceedings of the International Conference on Machine Learning (ICML) , pages=
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
method 1
citation-polarity summary
fields
cs.LG 1years
2026 1verdicts
UNVERDICTED 1roles
method 1polarities
use method 1representative citing papers
citing papers explorer
-
Actor-Critic Algorithm for Dynamic Expectile and CVaR
A model-free off-policy actor-critic algorithm is constructed for dynamic expectile and CVaR using a surrogate policy gradient without transition perturbation and elicitability-based value learning, with empirical outperformance in risk-averse domains.