Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning | Paper Citation Record

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This paper cites Spectral measures of risk: A coherent representation of subjective risk aversion.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Spectral measures of risk: A coherent representation of subjective risk aversion

Reference 1

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This paper cites Kakade, Jason D.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Kakade, Jason D

Reference 2

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This paper cites An Optimistic Perspective on Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning An Optimistic Perspective on Offline Reinforcement Learning

Reference 3

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 4

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This paper cites Monotonic Quantile Network for Worst-Case Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Monotonic Quantile Network for Worst-Case Offline Reinforcement Learning

Reference 5

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This paper cites Hoffman, David Budden, Will Dabney, Dan Horgan, Dhruva Tb, Alistair Muldal, Nicolas Heess, and Timothy Lillicrap.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Hoffman, David Budden, Will Dabney, Dan Horgan, Dhruva Tb, Alistair Muldal, Nicolas Heess, and Timothy Lillicrap

Reference 6

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This paper cites Minimizing spectral risk measures applied to Markov decision processes.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Minimizing spectral risk measures applied to Markov decision processes

Reference 7

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Observation d8549def-12b3-4bb3-8c0a-434b396d7cae · outbound

This paper cites Markov Decision Processes with Average-Value-at-Risk criteria.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Markov Decision Processes with Average-Value-at-Risk criteria

Reference 8

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This paper cites More Risk-Sensitive Markov Decision Processes.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning More Risk-Sensitive Markov Decision Processes

Reference 9

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This paper cites Bellemare, Will Dabney, and R \'e mi Munos.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Bellemare, Will Dabney, and R \'e mi Munos

Reference 10

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This paper cites Bellemare, Will Dabney, and Mark Rowland.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Bellemare, Will Dabney, and Mark Rowland

Reference 11

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This paper cites Ziebart, and Marcello Restelli.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Ziebart, and Marcello Restelli

Reference 12

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This paper cites JAX : Composable transformations of Python + NumPy programs, 2018.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning JAX : Composable transformations of Python + NumPy programs, 2018

Reference 13

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This paper cites Stochastic optimal control with dynamic, time-consistent risk constraints.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Stochastic optimal control with dynamic, time-consistent risk constraints

Reference 14

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This paper cites Risk- Sensitive and Robust Decision-Making : A CVaR Optimization Approach.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Risk- Sensitive and Robust Decision-Making : A CVaR Optimization Approach

Reference 15

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This paper cites Risk- Constrained Reinforcement Learning with Percentile Risk Criteria.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Risk- Constrained Reinforcement Learning with Percentile Risk Criteria

Reference 16

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This paper cites Reinforcement learning with dynamic convex risk measures.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Reinforcement learning with dynamic convex risk measures

Reference 17

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This paper cites Implicit Quantile Networks for Distributional Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Implicit Quantile Networks for Distributional Reinforcement Learning

Reference 18

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Observation 4c4d812c-2be4-4cb1-914c-c7f7486ced76 · outbound

This paper cites Distributional Reinforcement Learning With Quantile Regression.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Distributional Reinforcement Learning With Quantile Regression

Reference 19

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This paper cites Clinical data based optimal STI strategies for HIV : A reinforcement learning approach.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Clinical data based optimal STI strategies for HIV : A reinforcement learning approach

Reference 20

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This paper cites D4RL : Datasets for Deep Data-Driven Reinforcement Learning , 2021.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning D4RL : Datasets for Deep Data-Driven Reinforcement Learning , 2021

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:19.653166Z

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This paper cites A Minimalist Approach to Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning A Minimalist Approach to Offline Reinforcement Learning

Reference 22

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Observation 67d9525d-59fa-4196-94f1-8a2d12febab0 · outbound

This paper cites Addressing Function Approximation Error in Actor-Critic Methods.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Addressing Function Approximation Error in Actor-Critic Methods

Reference 23

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This paper cites Off- Policy Deep Reinforcement Learning without Exploration.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Off- Policy Deep Reinforcement Learning without Exploration

Reference 24

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This paper cites Klein, William Dabney, and Jonathan P.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Klein, William Dabney, and Jonathan P

Reference 25

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This paper cites Efficient Risk-Averse Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Efficient Risk-Averse Reinforcement Learning

Reference 26

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This paper cites Soft Actor-Critic : Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Soft Actor-Critic : Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor

Reference 27

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This paper cites Double Q-learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Double Q-learning

Reference 28

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning On a relationship between distorted and spectral risk measures

Reference 29

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 30

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 31

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Approximately Optimal Approximate Reinforcement Learning

Reference 32

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This paper cites A Natural Policy Gradient.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning A Natural Policy Gradient

Reference 33

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This paper cites Being Optimistic to Be Conservative : Quickly Learning a CVaR Policy.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Being Optimistic to Be Conservative : Quickly Learning a CVaR Policy

Reference 34

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This paper cites Spectral- Risk Safe Reinforcement Learning with Convergence Guarantees.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Spectral- Risk Safe Reinforcement Learning with Convergence Guarantees

Reference 35

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Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Offline Reinforcement Learning with Implicit Q-Learning

Reference 36

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This paper cites Conservative Q-Learning for Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Conservative Q-Learning for Offline Reinforcement Learning

Reference 37

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This paper cites Offline Reinforcement Learning : Tutorial , Review , and Perspectives on Open Problems , 2020.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Offline Reinforcement Learning : Tutorial , Review , and Perspectives on Open Problems , 2020

Reference 38

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This paper cites Distributional Reinforcement Learning for Risk-Sensitive Policies.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Distributional Reinforcement Learning for Risk-Sensitive Policies

Reference 39

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This paper cites DSAC : Distributional Soft Actor Critic for Risk-Sensitive Reinforcement Learning , 2020.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning DSAC : Distributional Soft Actor Critic for Risk-Sensitive Reinforcement Learning , 2020

Reference 40

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This paper cites Conservative Offline Distributional Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Conservative Offline Distributional Reinforcement Learning

Reference 41

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Observation e2c2af76-719e-418e-9004-bf869e60037f · outbound

This paper cites On the Global Convergence Rates of Softmax Policy Gradient Methods.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning On the Global Convergence Rates of Softmax Policy Gradient Methods

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:16.431390Z

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This paper cites Rusu, Joel Veness, Marc G.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Rusu, Joel Veness, Marc G

Reference 43

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This paper cites Beyond CVaR : Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Beyond CVaR : Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:16.226896Z

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This paper cites Nonparametric return distribution approximation for reinforcement learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Nonparametric return distribution approximation for reinforcement learning

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:16.004464Z

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This paper cites AWAC : Accelerating Online Reinforcement Learning with Offline Datasets , 2021.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning AWAC : Accelerating Online Reinforcement Learning with Offline Datasets , 2021

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:15.777513Z

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Observation 45f624a7-f1b1-4bd8-95a9-daf925ae741f · outbound

This paper cites An intelligent financial portfolio trading strategy using deep Q-learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning An intelligent financial portfolio trading strategy using deep Q-learning

Reference 47

Resolution: metadata mismatch; raw_fallback, observed 2026-08-06T20:09:12.014681Z

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This paper cites Pendharkar and Patrick Cusatis.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Pendharkar and Patrick Cusatis

Reference 48

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Observation c2c396cc-98a1-4615-8478-863477a0475a · outbound

This paper cites Advantage- Weighted Regression : Simple and Scalable Off-Policy Reinforcement Learning , 2019.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Advantage- Weighted Regression : Simple and Scalable Off-Policy Reinforcement Learning , 2019

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:15.459637Z

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This paper cites Pflug and Alois Pichler.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Pflug and Alois Pichler

Reference 50

Resolution: verified exact; raw_fallback, observed 2026-08-06T20:09:11.663550Z

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Observation 058d69ea-34d7-412d-9d0c-83a9d3e37ce8 · outbound

This paper cites Premiums and reserves, adjusted by distortions.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Premiums and reserves, adjusted by distortions

Reference 51

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This paper cites Optimizing Return Distributions with Distributional Dynamic Programming , 2025.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Optimizing Return Distributions with Distributional Dynamic Programming , 2025

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:15.269547Z

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No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation bbd05617-b64d-4890-a3bc-f1c9d3462292 · outbound

This paper cites an unresolved cited work.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 53

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This paper cites One Risk to Rule Them All : A Risk-Sensitive Perspective on Model-Based Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning One Risk to Rule Them All : A Risk-Sensitive Perspective on Model-Based Offline Reinforcement Learning

Reference 54

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:15.078965Z

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No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation c6a59a7f-5799-4cf5-9e62-5e91edb7cf2a · outbound

This paper cites Trust Region Policy Optimization.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Trust Region Policy Optimization

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.950080Z

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No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 84ad0e20-4878-4bfa-93c8-92aa4f31b27d · outbound

This paper cites Ruszczy \'n ski.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Ruszczy \'n ski

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.744203Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 5fbafa98-15d1-4798-8bda-d13f2527dc89 · outbound

This paper cites Deterministic Policy Gradient Algorithms.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Deterministic Policy Gradient Algorithms

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.593706Z

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No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 3a26e391-bf0e-4aad-899a-2df5b30612ee · outbound

This paper cites Sutton and Andrew G.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Sutton and Andrew G

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.465030Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f0560e98-05c7-436c-b7af-c5716d45e054 · outbound

This paper cites Policy Gradient Methods for Reinforcement Learning with Function Approximation.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Policy Gradient Methods for Reinforcement Learning with Function Approximation

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.285068Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 869fb5a0-7ee4-4bdb-b35e-8aeae9ad8065 · outbound

This paper cites Policy gradients with variance related risk criteria.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Policy gradients with variance related risk criteria

Reference 60

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:14.082329Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 409acc79-75b6-4116-821e-614534134b9c · outbound

This paper cites Optimizing the CVaR via Sampling.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Optimizing the CVaR via Sampling

Reference 61

Resolution: verified exact; doi, observed 2026-08-06T20:09:09.605858Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 9262ecb2-9e1a-46db-8f5a-d5d29b34a444 · outbound

This paper cites Sequential Decision Making With Coherent Risk.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Sequential Decision Making With Coherent Risk

Reference 62

Resolution: unresolved; no resolver link, observed 2026-08-06T20:09:08.260691Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2196e995-8326-4bc4-aa9b-bf9056b694c9 · outbound

This paper cites MuJoCo : A physics engine for model-based control.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning MuJoCo : A physics engine for model-based control

Reference 63

Resolution: unresolved; no resolver link, observed 2026-08-06T20:09:08.361397Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1ae47d57-2f70-4a4a-a488-11ecffc0c1e9 · outbound

This paper cites an unresolved cited work.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 64

Resolution: unresolved; no resolver link, observed 2026-08-06T20:09:08.452063Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fcd58df1-a2eb-4870-82d2-7083fc360ccd · outbound

This paper cites Risk- Averse Offline Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Risk- Averse Offline Reinforcement Learning

Reference 65

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T20:09:13.889984Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation bb26b307-7329-4857-adaa-188115dff86b · outbound

This paper cites Risk-sensitive policies for portfolio management.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Risk-sensitive policies for portfolio management

Reference 66

Resolution: metadata mismatch; raw_fallback, observed 2026-08-06T20:09:11.045884Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f101390c-fa33-406e-be30-25a145180aa3 · outbound

This paper cites Insurance pricing and increased limits ratemaking by proportional hazards transforms.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Insurance pricing and increased limits ratemaking by proportional hazards transforms

Reference 67

Resolution: unresolved; no resolver link, observed 2026-08-06T20:09:08.722702Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 73482005-bdb5-48b3-bc3e-a7c67ed59d91 · outbound

This paper cites an unresolved cited work.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 68

Resolution: verified exact; doi, observed 2026-08-06T20:09:09.347148Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation be656925-48e4-4fe1-af11-e43f396d85fb · outbound

This paper cites an unresolved cited work.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Unresolved cited work

Reference 69

Resolution: unresolved; no resolver link, observed 2026-08-06T20:09:08.878012Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d659ce4-0d20-4870-997c-75df4fbdbe73 · outbound

This paper cites Mean- Variance Policy Iteration for Risk-Averse Reinforcement Learning.

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning Mean- Variance Policy Iteration for Risk-Averse Reinforcement Learning

Reference 70

Resolution: verified exact; doi, observed 2026-08-06T20:09:09.121529Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

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Outbound references

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