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Risk-Sensitive Reinforcement Learning
16 references·1 citing·26 second hop
Risk-Sensitive Reinforcement Learning (2012)Risk-Sensitive Reinforcement LearningThirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Thirty Years of Prospect Theo…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…The Economics of Risk and Time (2001)The Economics of Risk and TimeOptimization of conditional value-at-risk (2000)Optimization of conditional v…Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Developments in Non-Expected …On the Shape of the Probability Weighting Function (1999)On the Shape of the Probabili…Coherent Measures of Risk (1999)Coherent Measures of RiskMultivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …A Stochastic Approximation Method (1951)A Stochastic Approximation Me…Quantitative Trading on Stock Market Based on Deep Reinforcement Learning (2019)Quantitative Trading on Stock…Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk, Ambiguity, and the Savage Axioms (1961)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)The Framing of Decisions and the Psychology of Choice (1981)Risk as feelings. (2001)Time Discounting and Time Preference: A Critical Review (2002)The Adaptive Markets Hypothesis (2004)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Some aspects of the sequential design of experiments (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Acceleration of Stochastic Approximation by Averaging (1992)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Simulation optimization: a review of algorithms and applications (2015)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1951A Stochastic Approximation Method9,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2013Thirty Years of Prospect Theory in Economics: A Review and Assessment1,397 cited
  • 1999On the Shape of the Probability Weighting Function1,393 cited

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  • 2001The Economics of Risk and Time1,361 cited
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    • 2019Quantitative Trading on Stock Market Based on Deep Reinforcement Learning42 cited